In a sit-down interview with Charlie Rose on CBS' This Morning, the Late Show host said he was wary about taking medicine to alleviate his condition, among other things.
"[I was] always quite skeptical about it," Letterman said. "My friend and doctor, Louis Aronne, 20 years ago, he said, 'You should take something for this,' and I said no, because I thought it would make me loopy or make me hallucinate or make me drowsy, and he said, 'I'm telling you, just try a 10 milligram [dose].'
"So I had the shingles really bad, and part of the concoction of drugs they give you to fight that pain are pretty serious, and I just got tired of taking them," Letterman continued. "So I stopped taking them."
Going "cold turkey" on the shingles meds only made the situation worse, however, causing Letterman to develop "nervous anxiety" on top of everything else.
"And then I was really screwed," Letterman said. "So that's when I said to Louis, 'OK, OK, I'll try anything just to get rid of this depression.' Because it's different than, 'Oh, I don't feel good today.' It's different than feeling sad. It's different than feeling blue. It's really, like a friend of mine says, it's the world with 20/20 vision."
The 65-year-old funnyman, who tied the knot with longtime love Regina Lasko in 2009, also dished on his experiences as a father, saying before he had a child he didn't think he could juggle parenting and his career successfully. Letterman and Lasko have one son together, 9-year-old Harry.
"I just thought…I can't do both," Letterman said. "I can't try to have a successful television show and be a father. And I was wrong about that, because as difficult as being a father is, it's entirely complementary with everything else in your life.
"You think of things other than yourself and you recognize—and this is anybody who's had kids goes through the same thing. But you know, I wish I had, like, five or six kids...I wish I had a little girl."
So are more kids in the future for Letterman?
"Look at me," Letterman said to Rose after being asked that question, chuckling. "You've got a better shot at it than I do."