"Thank you for having the courage to come on a late-night comedy program," Fallon said to the golfer. "I gotta commend you for that...but from a comedian's standpoint ... thank you."
Woods hasn't appeared on a late-night show since 2009, when he admitted to cheating on his wife. He remained shy while Fallon continued with his jokes.
"We laughed at your pain," Fallon said. "It kind of wrote itself: balls, shaft, holes, foursomes — it really lends itself."
Watch the full interview below.