Usmagazine.com reported the interview was to air on Monday night's edition of the chat show.
Robyn, Gibson's wife of 28 years, filed for divorce about six weeks ago. The couple have seven children together.
"I guess I'm 'Octo-Mel,'" Usmagazine.com said Gibson told "Tonight" host Jay Leno about his girlfriend's pregnancy.
"My wife and I, our marriage ended three years ago and we've been separated ever since then," Gibson explained. "These things happen. It's unfortunate, it's sad, but you know she is an admirable woman -- we still got kids together, we're friends. Look, when it's all said and done, I did a pretty good hatchet job on my marriage myself. I'm to blame. If you're inclined to judge, put it here."
Gibson, 53, said he started seeing Grigorieva, 38, last year.
Notable deaths of 2014 [PHOTOS]