The clip from the episode, available to stream Jan. 12, features Obama making his first post-presidency talk show appearance to discuss his family, his life after the presidency, and his “dad moves.”
“This was probably three or four months before he died, and Prince asks Sasha to come up and dance, and she’s an excellent dancer,” Obama says of the late Purple Rain singer’s performance at the White House in 2015.
Prince died the following April at the age of 57.
“Then Sasha pulls me up, which surprises me because she always mocks my dancing, but I have dad moves,” Obama says.
“So, you’ve got to stay in the pocket,” Obama continues, “because I think everybody in here knows dads who get out of the pocket. And they’re trying stuff that they can’t really pull off. And you know, they start doing like karate kicks and all kinds of stuff.”
Letterman, the former host of The Late Show, came out of retirement to host My Next Guest Needs No Introduction for Netflix.
Episodes are set to come out once a month after the premiere episode on Jan. 12.
Watch Obama and Letterman in the video above.