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OTRC: David Letterman on 'Oprah's Next Chapter': Sex scandal was my fault (Video)

David Letterman appears on 'Oprah's Next Chapter' with host Oprah Winfrey in an episode airing on Jan. 6, 2013. (George Burns / OWN)

David Letterman, host of CBS' "Late Show," says in an interview with Oprah Winfrey that he has nobody to blame but himself for a widely-publicized 2009 sex scandal and adds that he feels better about who he is after weathering it and that his relationship with his wife has never been better.

In October 2009, Letterman admitted on his program that he once had sexual affairs with women who worked on his late-night talk series and apologized to his wife Regina Lasko, the mother of his son, Harry, adding that he would try to work things out with her. The two had married just six months earlier.

"Having lived through that sex scandal ... now, I feel better about myself, my relationship with my wife is never better and it's just because I want to be the person I always thought I was and probably was presenting I was and so far, it's been great, things have been great," he told Winfrey on an episode of her OWN series "Oprah's Next Chapter," which is set to air on January 6 at 9 p.m. ET.

"I hurt a lot of people," he added. "I have nobody to blame but myself. I'm not looking to blame anybody. I'm looking to find out why I behaved the way I behaved."

After he admitted to his affairs in 2009, Letterman added that he was the victim of an extortion plot.

A producer for the CBS show "48 Hours" was indicted for attempted grand larceny and accused of trying to blackmail Letterman by threatening to write a screenplay and a book about the affairs if the host did not pay him $2 million. He pleaded guilty and was sentenced to six months in jail and was released after four.

After the scandal was made public, Letterman's longtime rival Jay Leno mocked him about it on his NBC series "The Jay Leno Show," a program he received after leaving "The Tonight Show" for several months before returning and ousting new host Conan O'Brien in a programming shakeup.

"Folks, if you came here tonight to have sex with a talk show host, you've got the wrong studio," he said.

Letterman talks about the "Tonight Show" host during his interview with Winfrey. He calls Leno, who became his longtime rival after he was made the host of NBC's "Tonight Show" instead of him, may be "the most insecure person" he has ever known. Leno has not responded to his remarks.

(Check out six facts about the David Letterman - Jay Leno rivalry and the "late night wars.")

Letterman, who often makes fun of his guests and even feuded with Winfrey for years, also talked about how he has "a very low threshold of embarrassment" himself. He also said he sees a psychiatrist once a week and once struggled with depression for about six months.

"You get on an elevator and the bottom drops out. You can't stand looking at the sunlight. You can't wait to get back in bed at night. You're shaking, you're shivering," he said. "

"It's a sinkhole and people who have gone through it know exactly what I'm talking about."

In a 2011 interview with ABC's Barbara Walters, Letterman said he has "dabbled" in depression and received "medicinal help" for it, adding: "There's a difference in being sad and being blue and being depressed and being chemically or clinically depressed. I do know the difference between those and it's horrifying."

Check out clips from David Letterman's interview on "Oprah's Next Chapter":

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