The country singer delivered the ballad, written by David Lynn Jones, with help from Willie's longtime sideman Mickey Raphael on harmonica

This marks the former president's sixth interview with the late night host.

The iconic late-night talk show will air its final episode on May 21 after CBS announced its cancellation last summer.

Obama spoke with Colbert at the Obama Presidential Center in Chicago. It’s the former president’s first interview on the 19.3-acre campus set to open next month. The campus will include a museum, library and outdoor areas such as the Women’s Garden. Colbert’s relationship with the former president goes back to his days on Comedy Central.

Stephen Colbert roasted Pete Hegseth after the Secretary of Defense refused to "confirm or deny" whether the U.S. had "kamikaze dolphins."

The late-night host will mark his final night on the CBS talk show on May 21

Here are five notable moments from Colbert’s interview with Obama, which was filmed in early April at Obama’s soon-to-open presidential center on the South Side of Chicago.

Stephen Colbert spent a large portion of his Monday night monologue celebrating May the 4th with his fellow "Star Wars" nerds, but the "Late Show" host also made sure to find some time to poke fun at President Trump in there,