With Thanksgiving this week, Stephen Colbert is already saying thanks that President-elect Donald Trump isn't fulfilling one of his boldest promises of the presidential campaign.

Trump had previously softened his vow to build a wall on the US-Mexico border and have Mexico pay for it. But on Monday he went back on another controversial pledge he made during his campaign.

"During the campaign, Donald Trump promised to do a lot of things as president," Colbert said on Tuesday night's "Late Show" episode. "But maybe the strangest and strongest was his promise, his pledge, his rallying cry to jail Hillary Clinton."

During the second presidential debate on October 9, Trump said that if he were to be elected, he would assign a special prosecutor to look into Clinton's use of a personal email server during her time as secretary of state. But on Tuesday, he said during a meeting with The New York Times that he wouldn't pursue charges against his former opponent.

In a clip from MSNBC, Trump's senior adviser Kellyanne Conway called Trump's decision "a strong message."

"That strong message: Ignore all my previous strong messages," Colbert said. "And I don't know about you, but that is something I'll be giving thanks for this Thursday."

Watch Colbert discuss Trump's broken campaign promise below (at about 4:10 in):