12/21/2012 09:10 am ET

Letterman On Leno and the Late Night TV 'Feud' (VIDEO)

Despite what's been passed down in late-night war lore, talk show host David Letterman is going on record with Oprah Winfrey to say that his rivalry with "Tonight Show" host Jay Leno did not start when Dave was passed over for Johnny Carson's old seat.

"We were always friends before all of this happened," Dave says in this clip from the "Oprah's Next Chapter" interview airing January 6. "I’ve never met anyone quite like Jay. And I will say -- and I’m happy to say -- that I think he is the funniest guy I’ve ever known. Just flat out, if you go to see him do his night club act, just the funniest, the smartest, a wonderful observationist and very appealing as a comic. Therefore, the fact that he is maybe the most insecure person I have ever known... I could never reconcile that."

During the course of the interview, Dave also opens up about the public sex scandal that rocked his marriage, how he repaired his relationship, and his battle with depression. And for the first time, Oprah also reveals to Dave the true reason behind their much-publicized “feud.

To see the interview in its entirety, tune in to "Oprah's Next Chapter" on Jan. 6 at 9 p.m. ET on OWN.