David Letterman's late-night competitors are taking his Late Show exit hard. Conan O'Brien told ET that he's not looking forward to Letterman's farewell.

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"Personally, I'm uncomfortable with the idea of David Letterman not being on TV. I don't like it," Conan said of Letterman's final bow on May 20. "He's been there for 33 years, and it's not going to feel good to me when he's not on television."

After Letterman gives up his post, Conan will be the longest tenured late-night host on television. He's been hosting for 22 years.

Letterman's Late Show departure comes decades after he almost left the show to replace Johnny Carson on The Tonight Show in the '90s. The gig eventually went to Jay Leno. That fiasco was chronicled in The Late Shift, a book and TV movie that Letterman was vocally unhappy with.

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"It's the single biggest waste of film since my wedding photographs," Letterman told ET in 1996. "I'm sure it was not an easy thing to portray me as circus monkey, like a big chimp in a suit."

The Late Shift author Bill Carter told ET that losing The Tonight Show to Leno was perhaps a wound that Letterman was still sensitive about.

"I think he felt like he'd been cheated," The Late Shift author Bill Carter told ET. "And then I think he really felt, 'I'm a failure.' It really hurt him and I think it scarred him."

The man who portrayed Letterman in the movie, John Michael Higgins, was a struggling actor at the time and he benefitted from the press that the high-profile role gave him. In promoting the movie, Higgins did interviews with just about every major show accept Letterman's.

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"He booked Higgins to be a guest on the show one night," Carter said. "Higgins came and he was in the green room and Dave couldn't go through with it. He wouldn't put him on."

Despite his rocky start, Letterman found his footing and ultimately made his mark on the genre for all those that followed him.

"You have two giants -- you have Carson and you have Letterman," Carter said. "And Jay was very successful, but he didn't put a mark on the culture the way that those two guys did. Dave reinvented it."

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Letterman's final Late Show airs Wednesday on CBS.

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