Keith Olbermann Keith Olbermann

Just a few days Current TV fired lead anchor Keith Olbermann, he appeared on Late Show with David Letterman and admitted, "I screwed up."

In his first interview since the firing, Olbermann talked with the Late Show host Tuesday evening about being let go by Current TV after months of discord with the network's president and chief executive.

Current TV fires Keith Olbermann; Will he sue?

"I screwed up really big on this. Let's just start there," he told Letterman, after being asked whether Current TV executives knew what they were doing. "I thought we could do this. It's my fault that it didn't succeed in the sense that I didn't think the whole thing through."What else did Olbermann have to say? And what ironic gift did Letterman give him? Check out the rest of the interview here: