The late-night host cued up an old video from his original late night program on NBC, featuring the actress when she was a little girl.
"You have been on this show when you were a tiny, tiny little kid," Letterman told Gellar. "How old were you when you first were on this show?"
"I think I was 5 or 6," the Buffy the Vampire Slayer alum answered.
The vintage tape showed a brunette girl with her face partially covered by a wooden block resting on her head.
"It was a safety skit, and you know the funny thing is, I'm actually thinking, can you order me one of those for my children?" Gellar quipped.
"Here's something your family could not use: take a look at who was hosting that night," Letterman joked as he revealed a photo of himself next to Gellar.
But Gellar admitted the skit wasn't easy because she kept hitting the wall and was "very nervous."
"Yes, as well you should have been with that lame piece in that lame show," Letterman said.
The Crazy Ones actress also joined Twitter on Tuesday, and she compared her first tweet to (what else) The Late Show.
"Why is sending this first tweet scarier than going on the @LateShow?" the 36-year old tweeted.