Leno, who is leaving "Tonight" this month for a second time, said he understands the move but will miss the laid back vibe Southern California gave the No. 1 rated late night comedy show in America.
"New York is the bustling city and blah, blah, blah," Leno told the Los Angeles Times. "All the excitement's there, all the movie studios, they start their big campaigns in New York. So now it's going back. ... It's kind of sad to see happen."
NBC announced four years ago Leno would be replaced by "Late Late Show" host and "Saturday Night Live" alum Jimmy Fallon, who is scheduled to take over the coveted chair -- once occupied by comedy icon Johnny Carson -- after NBC returns to regular programming following the Winter Olympics.
The show moved from New York to Burbank when Carson took over in 1962.
Local officials said they will be sad to see Leno leave because he'd become a fixture in the community.
"'The Tonight Show' put Burbank on the map," said Burbank Mayor Emily Gabel-Luddy. "We stole 'The Tonight Show' from New York originally, and I guess they're stealing it back.
"The real impact is the loss of tradition and that's what our community is feeling. We see Jay Leno around town, he participates in our car shows, he drives around our streets and he's been part of the community ever since he's been here doing 'The Tonight Show.' People really love that."