Oprah 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.
O'Brien's appearance has not yet been confirmed, Harpo Productions said.
The Leno interview comes as 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 was Friday.
Leno will return to "Tonight" on March 1.
