The former host appeared onstage with Steve Martin and Martin Short in San Antonio.

I didn't realize how much I missed Dave until I saw him again. He really is the one that got away. I should have done more to treasure the 33 years we had together.

A newly-bearded Letterman made his first public appearance since his retirement on Friday at a live show hosted by Steve Martin and Martin Short in San Antonio, Texas. Saying he was "so happy to be out of the house," Letterman explained that he had no regrets about his retirement… until he heard that Donald Trump was running for president.

Sources: Jeanie Engler