"The only thing I've ever asked for is a Velcro mic pack so I won't have to wear it on my belt loops," Palin said on Friday.
Palin added that rehearsals have been difficult. "I'm so uncoordinated and don't have any rhythm, so we're starting from scratch."
Leno seized the opportunity to take a dig at the teenage mother. "That's also how you get pregnant, but I'm not going to go there," he joked.
David Letterman caught fire for a similar joke last year — in which he said that Sarah Palin's daughter was "knocked up" by Alex Rodriguez during a New York Yankees game.
"I'm not disappointed. I'm not heartbroken," she said.
When asked what she thought of Johnston's run for mayor of Wasilla, Palin responded. "Well, he needs to move to Wasilla, to the city limits. He needs to get his GED," she laughed.
Watch the clips below: