PASADENA, Calif. — Three years after an extortion scandal that led him to bare his infidelities, David Letterman said he sees a psychiatrist once a week to try to be the person that he believed he was.

The late-night talk show host gave an extraordinary interview to Oprah Winfrey in which he talked about his feud with her and Jay Leno, and about his efforts to make amends for his affairs with "Late Show" staff members that became public in 2009.

"For a long time I thought I was a decent guy," Letterman said. "But yet, thinking I was a decent guy, I was still capable of behavior that wasn't coincidental to leading a decent life. That's what I'm working on. I want to really be the person I believe that I was. I wanna be a good person."

The interview aired Sunday on Winfrey's OWN network and will be repeated Jan. 20. It was recorded in November.

Letterman said his wife, Regina, has forgiven him, and he tries every day to regain her trust. He said he still hasn't forgiven himself.

Letterman said he went through depression that he described as a sinkhole that he thought he wouldn't come out of. But with medication, he said, he pulled through and told Winfrey he now has compassion for others who have gone through depression.

"I always thought, `Aw, you're depressed? Go do some push-ups and you'll feel better,'" he said. "But it's not that."

Details of the affairs emerged after a television producer threatened to unveil them if Letterman didn't give him money. The producer was later jailed for four months.

Letterman took control of the story in 2009 by coming clean about his affairs on his show before the details came out. He acknowledged before making the announcement that he had other motives.

"In the back of my mind – and this will give you the extent, the breadth and width of what a weasel I could be – I was thinking, eh, maybe I can make this, maybe I can get a little sympathy out of this deal here," he said.

Winfrey interviewed Letterman for "Oprah's Next Chapter" at Indiana's Ball State University, after being interviewed publicly by Letterman before students at the CBS comic's alma mater. They cleared the air on their own feud, which fueled Letterman's comedy for years.

Letterman said he believed it began when he called to ask Winfrey to appear on "Late Show" when he was going to do some shows in Chicago and Winfrey would not agree to appear.

Winfrey said she declined because she had been on Letterman's show before and there were drunk people in the audience who made it uncomfortable.

"I didn't want to have that experience again," she said. "That's really all it was for me."

Letterman said he didn't remember that appearance and was sorry for what Winfrey went through. He took her hand and kissed it. "I hope we can put this behind us, Oprah," he said.

"Let us do it, David," she said.

Despite Letterman's often withering comments about his NBC rival Leno, he said they were friends before Leno was picked over Letterman to be "Tonight" show host. Letterman believes they are still friends.

"He is the funniest guy I've ever known," Letterman said. "Just flat out, if you go to see him do his nightclub act, just the funniest, the smartest, a wonderful observationalist and very appealing as a comic. Therefore, the fact that he is also maybe the most insecure person I have ever known ... I could never reconcile that."

Letterman said some of the trash-talking between the two is simply the way comics often act toward one another.

Bruce Bobbins, a Leno spokesman, said Monday the NBC comic had no comment on Letterman's interview.

Also on HuffPost:

Loading Slideshow...
  • First Episode Of "Late Night with David Letterman"

    The first five minutes of the 1982 debut of "Late Night with David Letterman" on NBC.

  • Bill Murray's First Appearance

    Bill Murray was the very first guest on "Late Night," and will appear on Letterman's 30th anniversary episode on Wednesday.

  • Andy Kaufman and Jerry Lawler Wrestle

    One of the most famous stunts in television history involved comedian Andy Kaufman cursing out and attacking professional wrestler Jerry Lawler in 1982. The episode was believed to be authentic until the release of the 1999 Kaufman biopic, "Man on the Moon."

  • Stupid Pet Tricks

    One of Letterman's signature bits is the self-explanatory "Stupid Pet Tricks."

  • Letterman & Grodin

    Charles Grodin has appeared on Letterman's shows since early on, in which Grodin plays a curmudgeonly version of himself and endlessly mocks Dave.

  • Dave's Velcro Suit

    Dave wore various unusual suits early on, like this suit made of Velco in 1984.

  • Dave Interrupts The Today Show

    One of Dave's most famous stunts was this 1985 prank when he interrupted a broadcast of his NBC comrades "The Today Show" since they got a bigger newspaper ad than "Late Night."

  • Jay Leno and Letterman Were Pals

    Ironically, David Letterman helped make Jay Leno famous when Leno was a frequent guest on "Late Night" in the '80s.

  • Monkey Cam

    From 1986, in one of his memorable bits from "Late Night," Dave let the "Monkey Cam" run wild in the NBC studios.

  • Guy Under The Seats

    Before his TV and film success, Chris Elliott became famous for playing a wide variety of characters on "Late Night," such as the Guy Under the Seats and a deranged version of Marlon Brando.

  • Letterman's Last Appearance On Carson

    Carson invites Letterman on his show after Dave had been passed over for the "Tonight Show" job. Carson asked the young host, "So, how pissed <i>are</i> you?"

  • First Episode Of 'Late Show'

    After the brouhaha of the great Carson/Leno/Letterman "Tonight" showdown of 1993, Letterman jettisoned NBC for CBS to directly compete with Leno's show. Here's the opening of his rechristened "Late Show."

  • Madonna Curses Out Dave

    In this 1994 interview, Madonna said quite a few words that cannot be said on TV, accusing Dave of paying too much attention to her sex life in his monologues.

  • Drew Barrymore Flashes Dave

    Drew Barrymore memorably danced on Dave's desk on his birthday in 1995.

  • Letterman Visits Conan

    Letterman did the new "Late Night" host Conan O'Brien a solid by appearing on his show a few times early on.

  • Dave Running Taco Bell Drive-Thru

    Dave popularized the now-commonplace "messing with customers" remote pieces when he manned the drive-thru at fast food restaurants like Taco Bell and McDonald's.

  • Letterman Returns From Heart Surgery

    In 2000, Letterman took over a month of from his show after receiving emergency quintuple bypass surgery on his heart. During that time, he employed "guest hosts" like Bill Cosby and Janeane Garofalo to anchor the show. Upon returning, he emotionally thanked the doctors who saved his life on the air.

  • The Late Show Returns After 9/11

    David Letterman was the first New York City based comedy show to return after the 2001 terrorist attacks, and eloquently voiced the feelings of many Americans on September 19.

  • Letterman's Carson Tribute

    The day after Letterman's hero Johnny Carson died, Letterman revealed that Carson had been quietly sending him monologue jokes every now and again since his retirement. His monologue on that show was entirely composed of jokes written by Carson.

  • Hostile Bill O'Reilly Interview

    Taking on a rare serious tone in this 2006 interview, Letterman defended Cindy Sheehan to Bill O'Reilly, and famously told him that "60% of what you say in crap."

  • Dave Embarrasses Paris Hilton

    In 2007, Dave leads a hilariously uncomfortable interview where he makes Paris Hilton squirm by asking her about her jail time.

  • Dave Returns From The Writers Strike

    "The Late Show" was the first show to come back on the air during the 2007 writers strike. The decision was not without controversy -- the show entered a separate deal with the WGA to negotiate their writers' return, while the other comedy shows returned, writerless. Regardless, Dave grew a beard in solidarity.

  • Oprah and Dave Bury the Hatchet

    The fabled "Letterman/Oprah" feud came to an end when Winfrey appeared on a much-hyped episode of "The Late Show."

  • Letterman Announces Affairs & Extortion Case

    Letterman shocked audiences in 2009 when he revealed that he was the subject of an extortion plot due to sexual affairs he conducted with multiple women on his staff.

  • Dave Interviews The President

    In 2009, Dave interviewed his first sitting U.S. President.

  • Dave Responds To NBC Tonight Show Drama

    If there's one subject David Letterman is familiar with, it's Jay Leno stealing "The Tonight Show" from another host. So when history repeated itself when NBC decided to reinstate Leno as the "Tonight Show" host after seven months of perceived underperformance by Conan O'Brien, Letterman simply had to weigh in. And the results were the funniest Dave had been in years.

  • Dave Is Threatened By Real-Life Terrorists

    In 2011, Dave responded to a terrorist threat that had been made against him. He told those in the studio, "Tonight, you're more than an audience. You're more like a human shield."