David Letterman believes comedy could spark the downfall of President Donald Trump and admits he is tired of people "being bewildered" about everything he says.

The chat show legend, who quit late night TV in 2015 after 33 years, says he wishes people would stop acting shocked by the US leader's statements and reckons jokes at Trump's expense - such as Alec Baldwin's infamous Saturday Night Live impressions - are the perfect way to distract people.

''I'm tired of people being bewildered about everything he says, 'I can't believe he said that.'

''We gotta stop that and instead figure out ways to protect ourselves from him. We know he's crazy. We gotta take care of ourselves here now," the 69-year-old told New York magazine.

''Comedy's one of the ways that we can protect ourselves. Alec Baldwin deserves a Presidential Medal of Freedom. Sadly, he's not going to get it from this president.

''[Trump] has such thin skin that if you keep pressure on him -- I remember there was a baseball game in Cleveland, and a swarm of flies came on the field and the batters were [swatting flies] while the pitcher was throwing 100 miles an hour.

''Well, that's Alec Baldwin and Saturday Night Live. It's distracting the batter. Eventually Trump's going to take a fastball off the sternum and have to leave the game," he added.

Letterman thinks people should be laughing at Trump instead of listening to him

The veteran chat show king insists he has no desire to get back on screen, but admits he would love the chance to confront the president.

''I would just start with a list. 'You did this. You did that. Don't you feel stupid for having done that, Don?

"And who's this goon Steve Bannon, and why do you want a white supremacist as one of your advisers? Come on, Don, we both know you're lying. Now, stop it.'

''I think I would be in the position to give him a bit of a scolding and he would have to sit there and take it. Yeah, I would like an hour with Donald Trump; an hour and a half.''

Letterman would return to TV if it meant he got to meet Donald Trump