United Kingdom, May 20 -- Jon Stewart has told Stephen Colbert not to "confuse cancellation with failure".

The Daily Show star joined the Late Show host on Tuesday's (19.05.26) episode of the iconic long-running programme, which will end with its final ever episode on Thursday.

During the interview, he recalled advice from Late Show legend David Letterman after The Jon Stewart Show was cancelled after two years in 1995.

Stewart revealed: "He said, 'Don't confuse cancellation with failure.' I thought that was profound.

"But then he said, 'But in this case it is also a failure.'"

Towards the end of the interview, Stewart presented his former Daily Show correspondent with a couple of gifts, joking that he didn't have a talent to lean on...