"I have to ask you about your family. Dick Cheney, you and he are eighth cousins," The Chicago Tribune quoted Leno as saying during "The Tonight Show" Wednesday.

"Yeah," Obama answered. "How about that? Yeah. Not kissing cousins. ... I actually did know. People have been doing these genealogical studies of me, and I've got all kinds of rogues in my background, you know. You're always hoping for, you know, kings and great leaders."

"The truth is I am OK with it. You know, now I don't want to be invited to the family hunting party," the senator joked.

Leno also asked Obama about his self-described position as the underdog in the race.

"I've always been the underdog. When your name is Barack Obama, you are always the underdog. That's a given," Obama said.