David Letterman explains here to Oprah Winfrey why he issued a heartfelt apology in 2009 for a joke in which he said that New York Yankee Alex Rodriguez had “knocked up” Sarah Palin’s daughter at a baseball game. Fourteen-year-old Willow Palin had attended the game with her mom.

“I felt like if I don’t apologize, if I don’t sincerely express my regret, I will not be able to go forward making fun of her,” Letterman tells Winfrey. He also says he felt bad for Willow. (h/t NewsBusters)