"Ordinarily when I leave these jobs, it's by police escort," said the long-time radio and TV personality, who turned 74 last weekend.
He stressed several times that he's not leaving the game, noting he just signed a new extension with Cumulus to continue his radio show, which is heard locally on WABC 770 AM.
The last TV show featured two taped tributes to Imus, one put together by his producers and the other replayed from Neil Cavuto's Thursday afternoon FBN show.
Continuing the tone of their exchanges over the years, Cavuto called Imus "the original shock jock" and said all others should credit him.
Cavuto also said he admires how Imus got to the top by being "a total callous schmunk" and that "I admire you" for that.
The epitaph for the TV show, Cavuto tacitly suggested, should read, "Don Imus - not dead yet."
Imus is leaving NYC to spend time at his recently purchased ranch in Texas — which, has no remote television studio facilities.
Imus and his wife Deirdre plan to spend more time in Texas, in part because of Imus' respiratory problems and in part because their son Wyatt has a growing rodeo career based there.