He even joked that since the election ended, he's been catching up on some much needed shuteye. "I've been sleeping like a baby. I sleep two hours, wake up and cry. Sleep two hours, wake up and cry," he said.
When asked him why he thought he lost, he took a little jab at the host saying, "I think my personality. Or maybe too many people saw me on the Jay Leno show."
In honor of Veteran's Day, the audience was filled with US service men and women and they proudly gave McCain a standing ovation. He even took the high road at one point, calling Barack Obama "a good and decent person." It's good to see that there are no hard feelings.