Letterman began his late night career on Late Night with David Letterman on February 1, 1982, before moving to Late Show with David Letterman in 1993.
He has broadcast 5,443 shows and welcomed 17,904 guests during his three decades in late night.
In his monologue he told viewers that the 30-year anniversary had "sneaked up" on him. He joked: "People say to me, 'Dave, why do you keep doing it night after night?' And I tell you why. It's a simple reason - I've seen Regis in retirement!"
Watch Letterman's monologue below:
Letterman also joked that things were different 30 years ago because he had his "original hair and original heart", and added that his goal was to keep doing the show until it became sad, quipping: "I think we're pretty close!"
The host also shared 'congratulatory messages' from President Barack Obama, Justin Bieber and George Clooney - which turned out to be muted footage of the famous faces with someone else's voice speaking over them, providing the well wishes.
As for what is keeping Letterman going, he joked: "Lipitor and vodka!"
Letterman also handed the 'Top Ten' reigns over to his staffers so they could present 'Top Ten Things Staffers Would Like To Say To Dave On His 30th Anniversary in Late Night', which included 'You're incompetent' and 'One of these days we'll figure out how to kill you and make it look like an accident'.
Watch the staffers' Top Ten below:
Letterman welcomed Howard Stern as his guest and the conversation immediately turned to the America's Got Talent judge's new employer NBC and Jay Leno.
"[NBC] sat down with me and we had a big meeting about prompting the show and all this stuff," said Stern. "They said, 'You'll do the Today show and, of course, Jay Leno'. I looked at them and said, 'You know I'm a Letterman guy?' Here's loyalty.
"I'm probably the only idiot in showbusiness who picks sides in these late night wars, but I'm true to it. I said to them, 'You guys are NBC and you love Jay Leno. I'm not interested in Jay or the show'.
"Then I find out you announce the war is over and I'm still fighting the war!"
Letterman, however, predicted that Stern would be "pressured" to appear on The Tonight Show, even treating viewers to an impression of Leno when he said, "Tomorrow night, Howard Stern will be here!"
The comedian retaliated: "Hold it. Let me remind everybody who did a Super Bowl commercial with Jay Leno and Oprah. The war is not over for me!"
Stern's interview marked his 41st appearance on one of Letterman's late night shows and his 21st visit to The Late Show.
Late Show with David Letterman airs weeknights at 11.35/10.35c on CBS
Watch Howard Stern and David Letterman talking about Jay Leno below: