The TV personality had served just six months at the helm of NBC's late night programme, when he was removed from the air in January 2010 and replaced by former host Jay Leno.
During an interview on comedian Marc Maron's WTF podcast, O'Brien expressed his belief that his treatment at the hands of his longtime employers NBC helped endear him to viewers.
"The way in which The Tonight Show ended was everybody knew the story and it was a very human situation, and I think I allowed it to be a human situation," the comedian said. "I think that [helped me to realise], 'It's okay, people can know that I'm disappointed or whatever, as long as I'm not self-pitying, and as long as I keep trying to make it funny'."
O'Brien also credited his closing remarks on his final Tonight Show, where he urged fans to never give up their dreams, with helping him to form an emotional bond with his audience.
He explained: "I felt I could be honest with people… I think some of the stuff that I talked about on the last Tonight Show resonated with people and it was honest, and I felt like, 'All right, let's keep going with this. Let's just keep trying to let people in'."
Since leaving NBC, O'Brien launched his own North America tour and began hosting the new late night series Conan last November.
Conan airs Monday to Thursday on TBS.
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