We're so sad to see her go!

First Lady Michelle Obama made her final late show appearance of her husband's administration Wednesday night on >em>The Tonight Show with Jimmy Fallon and it was everything!!!

Fallon asked the obvious question -- how Michelle feels about leaving the White House, and this is what she said: "It’s nuts, I feel like crying right now. I didn’t think it would be this emotional. It has been surprisingly emotional for all of us."

There were moments of levity, however, when the First Lady participated in Fallon's "Thank You Notes" bit -- reading her own gag notes to her husband: "Thank you Barack for proving you’re not a lame duck, but my very own silver fox. I’m angling for a good gift.” Another faux card read: “Thank you inauguration day or as I like to call it Let’s Move."

Awww ... we're not looking forward to that day!