"It has been surprisingly emotional for all of us in ways we didn't expect," the first lady revealed, after the pair had reminisced about the many sketches her family has filmed with the talk show host, and how many initiatives Jimmy has helped Michelle promote over the last eight years.
The two also discussed the President's touching farewell address on Tuesday, where many in the audience, including the couple's eldest daughter, Malia, were brought to tears, while FLOTUS managed to remain composed and tear-free.
"You kept it together, but I lost it," Jimmy admitted. "I was crying on my wife's shoulder. I was like, 'He's just the best man in the whole wide world.'"
WATCH: President Barack Obama Delivers Emotional Farewell Address -- Celebs React with Love, Passion and Tears
While Michelle and Malia watch the speech from the audience, the couple's youngest daughter, Sasha was nowhere to be seen.Read more at Entertainment Tonight