David Letterman told a studio audience that will be leaving The Late Show in 2015 when his last contract ends.According to Letterman:

"I just want to reiterate my thanks for the support form the network, all of the people who have worked here, all of the people in the theater, all the people on the staff, everybody at home, thank you very much".

Dave has been a staple on Late Night since 1993.  There is no set time when Dave will officially sign off from the Late Show.  Here's the official announcement from Dave.