In an interview with CBS' "60 Minutes" airing Sunday, Leno said he can't re-create what he had as "Tonight" host with another show.
Leno said his 22-year run was "fantastic."
The comedian steps down as "Tonight" host on Feb. 6. Billy Crystal will join Leno for his farewell broadcast in Burbank.
Jimmy Fallon takes over as host on Feb. 17 in the new home city for "Tonight"—New York.
Leno praised his successor, comparing him to a young Johnny Carson. Asked if he'd prefer to stay with "Tonight," Leno said that it's "nice to keep working," according to "60 Minutes."