CHICAGO - Oprah Winfrey says she is set to interview Jay Leno.

Winfrey said on her talk show Friday that she was going to Los Angeles for a "one-on-one" interview with Leno to air on "The Oprah Winfrey Show" on Thursday.

The interview comes as Conan O'Brien exits "The Tonight Show," allowing Leno to return to the late-night program he hosted for 17 years.

O'Brien's final show will be Friday. Leno will return to "Tonight" on March 1.