The 64-year-old chat show host looked ecstatic as Diaz, 38, shoved handfuls of the snack into his mouth.
He looked less than impressed, however, during the actress's entrance into his chat show studio - when she accidentally stepped on his toe with her stiletto shoe.
'Was that my toe or my heel that just penetrated your big toe?' a horrified Diaz asked.
'Look at those heels. For the love of god. I'd be bleeding to death if you got me with one of those,' Letterman laughed.
Diaz, who is currently promoting her new movie Bad Teacher joked that she first met boyfriend Alex Rodriguez after treading on his toe.
'Funnily enough Dave, I stepped on his foot with my heel. I staked him. Feel familiar?' she quipped, when asked how they met.