New Jersey Gov. Chris Christie will make his first appearance on the "Late Show with David Letterman" Monday evening and the chat covered Letterman's tendency to poke fun at the tough-talking governor's weight.

Christie tried to give as good as he got from Letterman, taking out a doughnut and starting to eat it just a few minutes into the segment, according to a clip r eleased early from CBS.

Christie recited two of the jokes Letterman had made about his weight, but said he still had a "deep and abiding love" for the comedian. Before Letterman responded, Christie took out the doughnut from his suit pocket and started eating it.

"I didn't know this was going to be this long," Christie deadpanned.

Christie said he thought about "40 percent" of Letterman's jokes about his weight were funny.

"And this one I thought, I don't know if it's one of your best ones, but I think it's very topical given what went on yesterday," Christie said, reciting one of Letterman's fat jokes. "A billion dollars will be spent on potato chips for Super Bowl Sunday, and that's just at Gov. Christie's house."

Letterman paused then took his own bite out of Christie's doughnut.

(Jeffrey Neira, CBS Broadcasting/AP Photo)

The host asked Christie if the fat jokes were an "issue or is it not an issue" and he responded that from his "perspective, if the joke is funny, I laugh, even if it's about me."

"If it's not funny, I don't laugh," Christie said. "But I've never felt like it was, you know, anything that really bugged me all that much, no."

He did say at a 2011 press conference his weight was "fair game," but his office did tease Letterman this summer when his office put out a "Christie by the Numbers" press release, which had some real stats, such as the number of Christie's Twitter followers, but the one labeled "David Letterman Fat Jokes" came in at 327, 832.

The entire segment was scheduled to air Monday at 11:35 p.m. on CBS.