President Obama will head to Chicago Wednesday morning for a sit-down interview with his friend Oprah Winfrey in an appearance that could benefit both Windy City icons.

For Winfrey, the president will be one of many famous faces to appear in the last month of her daytime show, which is ending on May 25 after running for 25 years. For Obama, he not only gets to repay an old friend who aided his 2008 campaign but also woo the millions of women who watch Oprah each week and may vote in next year’s elections.

The episode is being taped Wednesday, but will air early next month.

Winfrey has not said if she will be as involved in 2012 as three years ago, when she made a rare foray into politics to not only endorse Obama but host a fundraiser and campaign with him. A close association with Obama could hurt Winfrey with more conservative women as she launches her own network, and Obama may not need her help as much as he did three years ago since he is now the incumbent.

A sitting president flying to an interview is unusual, but not unprecedented. In 2009, Obama headed to Southern California for an appearance on the “Tonight Show with Jay Leno,” although he also held some town hall-style events in the area.

On Wednesday, Obama will leave Chicago straight for New York to attend three campaign fundraisers before returning to Washington after midnight.