Willard and Fallon. (Lloyd Bishop/AP)

Fred Willard made his first television appearance post-lewd conduct arrest on Thursday’s “Late Night With Jimmy Fallon.” One thing was immediately clear as soon as the veteran comedic actor walked onstage: He hasn’t lost his sense of humor.

“Jimmy, what do you want to talk about first?” he wryly asked Fallon as soon as the interview began. “You know, let me say this: it’s the last time I’m going to listen to my wife when she says, ‘Why don’t you go out and see a movie?’”

After a few jokes about which movie Willard was watching at Hollywood’s illustrious Tiki Theatre the night of his arrest — “Was it ‘Anaconda’?” Fallon asked. “No, sadly, it was ‘Get Shorty,’” Willard quipped — things got more serious.

“It’s very embarrassing,” Willard, 72, admitted about the incident. “It’s embarrassing as hell. But let me say this: nothing happened. I did nothing wrong. Everything is being sorted out as we speak . . . if you’re in the wrong place at the wrong time, everything looks suspicious.”

Fallon then steered the interview toward conversation about “Trust Us With Your Life,” the celebrity interview-meets-improv comedy show Willard hosts on ABC. He did not ask about “Market Warriors,” the PBS series from which Willard was fired as narrator a result of his arrest. Watch the interview below.