After Barack Obama appeared as the first guest on David Letterman's new Netflix show, My Next Guest Needs No Introduction, several of the funny stories shared between the two are making their own headlines. One particular story involving the Obama daughters has everyone missing the first family.

At one point, Obama talked about crying in front of secret service agents when he dropped Malia Obama off at college. From there, Letterman decided to share a funny moment wherein Malia roasted him during a White House party.

"I have a story about Malia that I've not told anyone," Letterman told Obama.

Letterman detailed a time he was invited to a party at the White House and thanked Malia for the invitation from her family.

"My name is Dave Letterman, and I am very happy to be here at the party, and thank you for inviting me to the party," he said he told the former first daughter.

Malia then wasted no time and hilariously burned the TV host.

“And she says, 'Yeah, you look like a guy who really knows how to party,'" Letterman said. "And I'm telling you, I loved it."

Obama and the entire audience laughed at the story.

“That was a pretty good line," Obama said. "She's a riot," he added. "She is funny."

The episode also involved a story about Barack dancing in front of his daughter Sasha and Prince.  

"I think the key is what we call 'staying in the pocket.'" he said. "I think everyone here knows dads who get out of the pocket. And they're trying stuff that they can't really pull off...they start doing karate kicks and all that stuff."