Jay Leno couldn't help but joke about the $2 million extortion plot against David Letterman on Friday's "The Jay Leno Show."

He started his monologue saying, "If you came here tonight for sex with a talk show host, you've got the wrong studio."

"What is going on? First Conan hits his head, and then somebody tried to extort money from Letterman," Leno asked. "I'm so glad I'm out of late night."

Then Jay confirmed, "I'm happy to say that I've never had a sexual relationship with any of my staff members."

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