"I saw Santonio in the corner and as soon as I let go of it, I saw the defensive back going to get it, and I thought it was intercepted. I thought the game was over. I thought I blew it. And, you know what? He made a heck of a catch, he really did."
Letterman also thanked Roethlisberger for appearing on the show after a night celebrating Pittsburgh's 27-23 win over the Arizona Cardinals.
"Long night - but what better way to celebrate the next day than to be here with you," Roethlisberger said.
"Oh, what a guy, what a guy," Letterman said, applauding.
* An estimated 95.4 million people watched the Super Bowl, making it second only to last year's game as the most popular ever.
NBC was blessed with a thrilling finish, and viewership peaked late in the fourth quarter, according to Nielsen Media Research.
The 2008 game between the Giants and the Patriots had a similar come-from-behind, last-minute score for the victory. Two big markets and the novelty of a team trying to go 19-0 kicked the 2008 game to an audience of 97.4 million.
The only program other than a Super Bowl to top Sunday night's game in U.S. television history was the finale of the "M-A-S-H" series in 1983.
* The city of Pittsburgh will hold a victory parade for the Steelers today.
The parade will follow the traditional route for the city's St. Patrick's Day parade. It will begin at noon near Mellon Arena, continue through downtown and end at Gateway Center.
An estimated 250,000 fans turned out for a parade in 2006 to celebrate the Steelers' Super Bowl victory over Seattle. *