Tina Fey is celebrating David Letterman‘s Late Show retirement in a very big way — by taking off her clothes!

During her final appearance on the program on Thursday night, Tina, 44, vowed she would never wear a “fancy dress” on a late night show again because she only did it out of respect for David, 68.

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Tina on the Late Show with David on Thursday, May 7, 2015.

“First of all it’s very hard work, I don’t know if you’re aware of the contraptions under here. It’s almost medical, and I’m terrible in heels,” she explained of her dislike for wearing frocks on camera.

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“I dress up like this out of respect for you. This is it, because… what, am I gonna put a dress on for Jimmy [Fallon]? That’s creepy, he’s like my brother,” she continued.

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Tina strips down to her Spanx on the Late Show.

Then the ’30 Rock’ actress decided to give Dave the dress she was wearing as a gift to commemorate her last guest appearance — she’s been on the program 20 times throughout its run — on the show before his impending retirement on May 20.

“This is it,” Tina said as she began to take off the dress, leaving her wearing only a bra, a pair of nude Spanx and a black leotard that read “Bye Dave!” on the front and “#LastDressEver” on the behind.

Watch Tina strip down on the Late Show in the video below!