Fallon's last episode of "Late Night" was Friday, one night after Jay Leno hosted his last episode of "The Tonight Show."
Fallon is scheduled to take over hosting duties on "The Tonight Show" Feb. 17.
"I'm really going to miss being on TV at 12:37 a.m.," Fallon said during his opening monologue Friday.
"I'll especially miss the battle for late-night ratings with my fierce rivals Craig Ferguson and a veggie chomper infomercial," he added.
During his last episode, Fallon wrote his last batch of thank you notes, including one to former NFL star Joe Namath, USA Today said.
"Thank you, Joe Namath's fur coat from the Super Bowl, for showing me what happened to the losing team from last year's Puppy Bowl," he said.
He also interviewed former "Saturday Night Live" cast member Andy Samberg.