Carson and McMahon retired from The Tonight Show in 1992 , when Jay Leno became host . Leno left the show in 2009 , and Conan O'Brien ( of Late Night and Saturday Night Live fame ) became host from June 2009 to January 2010 before leaving due to controversy with The Tonight Show 's timeslot . The final episode of The Tonight Show with Leno as host aired on Friday , May 29 , 2009 .