Shelton and Stefani got engaged in October after five years of dating. On The Late Show, both host Stephen Colbert and Shelton expressed shock over Shelton and Stefani's pairing.
"Nobody's more shocked about this than I am," Shelton said. "I know people -- it's like, it makes no sense."
Colbert, who showed a photo from Shelton and Stefani's engagement, jokingly said he initially thought Stefani accepting Shelton's proposal was a dare.
"Trust me, I understand," Shelton responded with a smile. "You can't blame me for not jumping at the opportunity, though."
Shelton and Stefani poked fun at their pairing in a T-Mobile ad that aired Sunday during Super Bowl LV. In the ad, Stefani tells former Voice coach Adam Levine what she's looking for in a new beau, but due to a spotty connection, Levine mishears her and sets her up with Shelton.
On The Late Show, Shelton said he was blown away by response to the commercial.
"Let me tell you something. I've been in this business now, as far as being a country singer, for 20 years," the star said. "I've had some good luck over the years -- I've won some awards -- some high points in my life. And clearly none of that mattered compared to being in a Super Bowl commercial."
"You win an award and you think people that are in your life are going to text you," he added. "Not until I was in a Super Bowl commercial did I really feel like I connected with everybody ... My phone was on fire."
Shelton performed his new single "Minimum Wage" on The Late Show. The song is the lead single from his forthcoming 12th studio album.