David Letterman's ''favourite band'' Foo Fighters will reportedly be his last musical guest on his chat show tonight (20.05.15).

The 'Late Show with David Letterman' will come to an end this evening and Rolling Stone magazine has reported that Dave Grohl's group will bring the curtain down.

Foo Fighters have had regular slots on the show over the years and the two Daves have a solid bond going back 15 years.

The rock group's first appearance was in 2000 after Letterman asked them on his first show back following his emergency quintuple bypass operation to treat a heart attack.

They played the track 'Everlong', which the host cited as a song that helped him through his recovery.

Before the band took to the stage, he introduced them by saying: ''My favourite band playing my favourite song.''

Representatives for Foo Fighters have declined to comment on their reported appearance. All the guests for tonight's finale have been kept a secret by CBS.

Bob Dylan performed on the penultimate show on Tuesday night (19.05.15) and Bill Murray appeared as a guest.

When Letterman bows out tonight it will mark 21 years since he first presented the programme - which will be taken over by Stephen Colbert.

During the 68-year-old star's tenure, the show won nine Emmy Awards and was nominated for 73 prizes.

When Letterman made his decision to turn off his mic he said: ''It's been great and the network has been great, but I'm retiring.''

In 2013, Letterman overtook his friend and mentor Johnny Carson as the longest-serving late-night talk show host in TV history with a career spanning 31 years.