The clip, released on Netflix's official Twitter account Wednesday, features the former president sharing a story of how his daughter Sasha asked him to dance while late musician Prince was performing.
"Sasha pulls me up which surprises me because she always mocks my dancing but I have dad moves," Obama says to Letterman in front of a live crowd.
"I think the key is what we call 'staying in the pocket,'" he continued and explained that dads should tone down their dance moves in order to avoid embarrassing themselves or their children.
"I think everybody here knows dads who get out of the pocket," Obama said. "They're trying stuff that they can't really pull off and, you know, they start doing like karate kicks and all kinds of stuff."
Letterman's six-episode interview series titled My Next Guest Needs No Introduction with David Letterman, is to debut on Netflix on Friday. New episodes will stream monthly after that from February through June.