O'Brien's new show "Conan" is to premiere on the basic cable station Nov. 8.
The comedian previously served as host of "Late Night with Conan O'Brien" and "The Tonight Show" with Weinberg at his side.
"Max has been a huge part of my life for the past 17 years and he is an incredible band leader and musician. I hope he can find time to stop by the new show, sit in with the band, and pretend to find my monologue funny," O'Brien said in a statement Monday.
Weinberg said he may do just that.
"Seventeen years -- a lifetime on TV," Weinberg said. "Conan and I met on a New York City street corner in the spring of 1993 and my association with Conan, his staff, and crew has been a deeply rewarding experience for me.
"I wish Conan and his show the best and I do look forward to dropping by."
No specific reason was given for the professional parting-of-the-ways.
Weinberg also is the longtime drummer for Bruce Springsteen's E Street Band.