Tina Fey gifts David Letterman the dress she is wearing on ‘Late Show’

Tina Fey on Thursday night said goodbye to David Letterman — and Spanx for the memories.

Fey, a 20-time veteran of the “Late Show,” said she wanted to give a souvenir to Letterman, whose final show is May 20. She gave him the blue dress she was wearing, saying she would never wear a fancy dress on a late-night talk show again in part because it’s “very hard work” and also because she always dressed up out of respect for Letterman.

“What am I going to put a dress on for Jimmy (Fallon)? That’s creepy. He’s like my brother,” she said. “You know what, I’m gonna wear like special underwear for James Corden (host of “The Late Late Show”)? That’s not gonna happen. So you know, the next time you see me I will be playing charades in a slanket.”

When she took off the dress, she revealed black Spanx that read: “Bye Dave!” on the front and #LastDressEver on the back.

“I don’t know what to say,” Letterman said. “Oh, for heaven’s sakes.”