Katherine was as a guest on "The Late Show" yesterday evening, where she sat down to chat with host David Letterman about family life with baby daughter Nancy Leigh (Naleigh) and to promote the release of her new movie "Killers".

In addition to talking about the action comedy and her daughter, Katie chatted about her switch from blonde to brunette hair, her recent cover feature for Entertainment Weekly and her departure from ABC medical drama "Grey's Anatomy".

Check out the video clip from her visit to the Ed Sullivan Theater in New York to find out what she had to say to Letterman.