"I haven't talked to him since all of this," Jay told the talk show host on "The Oprah Winfrey Show" in an interview to air Thursday. "It didn't seem appropriate. Let's let things cool down and then maybe we'll talk."
Still, he told Oprah that he didn't take offense to some of the barbs flung back and forth on "The Tonight Show" and "The Jay Leno Show" over the last few weeks.
"They were jokes and that's OK," Jay said. "It's what we do. It's like being a fighter … when you get punched in the head and someone asks, 'Did it hurt?' Well, yeah, but you're a fighter, that's what you do."
As previously reported on AccessHollywood.com, Jay's final "The Jay Leno Show" will air on February 9 before his March 1 return to "The Tonight Show."
Conan's final "Tonight Show" aired last Friday.
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