Conan O'Brien recently met with CNN's Anderson Cooper at the Paley Center for Media in New York to discuss his recent visit to Cuba in March.

O'Brien's show was the first in the last five decades to visit the country.

O'Brien told Cooper that he really enjoys field reporting. He explained that, when one of his producers said that they should take the show to Cuba, he agreed and said he wanted it to happen right away.

When discussing why he went to Cuba, O'Brien said that he wanted to go somewhere that has a "high probability" of having funny things happen. He figured that was Cuba.

In the episode, O'Brien tries to blend in with the locals. He visits a cigar factory, learns how to salsa, attends a Spanish language class and more.

O'Brien did not want the episode to make jokes at the Cuban people. Instead he wanted the laughs to be directed at him.

"I don't want the joke to be on the people I'm talking to, I always like the joke to be on me and I think they sensed that," he said. "I want them to realize ... this man's ridiculous."

The episode had no restrictions, very little planning and it was very spontaneous. This allowed for a comedy that seemed very genuine and not scripted. O'Brien calls it the proudest episode he has ever been a part of.

O'Brien said there were some instances where people told his crew not to record. He told Cooper that a man told him he could not record in one instance, but O'Brien said that the sunset was so beautiful and the man told him "you're right," and allowed him to keep recording.

O'Brien says he would like to continue traveling to other areas of the world, because he thinks he performs the best when he is out of his element. He has not decided where to go yet, but has plans to do more traveling with the show.

"You have to keep changing it up," he said. "And I think the great thing I loved about Cuba is that I was excited, I was giddy ... I don't know what's gonna happen but I love going into the country and figuring it out."

However, restarting relations with Cuba may take longer than expected, according to the New York Times. The talks between the U.S. and the island have been extended as the two delegations could not reach an agreement.