Bill Murray pops out of a cake to say goodbye to David Letterman on 'Late Show'

In this photo provided by CBS, actor Bill Murray, left, talks with host David Letterman after emerging from a cake to say goodbye, Tuesday, May 19, 2015, on the set of the “Late Show with David Letterman,” in New York. Letterman's final show airs Wednesday, May 20. (John Paul Filo/CBS via AP)

Nothing says “we love you” or “we’ll miss you” quite like jumping out of a gigantic cake.

At least, that’s what Bill Murray thought when he made his much-anticipated appearance on the “Late Show” last night to bid farewell to host David Letterman.

Wearing goggles and coveralls, Murray fell more than jumped out of a cake emblazoned with “Good Bye Dave” and immediately hugged Letterman, covering him with cake.

“It’s been great to see you grow from that tubby little Hoosier to the man you are today,” Murray told Letterman, his eyes welling a bit with tears. Letterman noted that one of the best parts of doing the show has been developing friendships along the way, as he has with Murray.

“Well, I can’t lean on you as a friend,” Murray said. “I can’t put any pressure on you as a friend. ... I don’t think my place is here trying to crowbar you into staying for another 33 years. ... I think this is really something that is up to the American people to do.”

Then he got up, walked out of the studio to the crowd gathered outside and recruited some fans to help him “keep Dave around.” His appearance ended with him leading a group of people in a song: “All we are saying is more Worldwide Pants” (to the tune of “Give Peace a Chance”). Worldwide Pants is Letterman’s production company.

Some thought Murray, who was Letterman’s first guest when the show debuted in 1982, would be the host’s last guest on the final episode airing tonight on CBS.