And he was, of course, asked about Rollins' famous prediction.
"The trophy is where it belongs," Sabathia said about the Yankees' first World Series championship since 2000. "Me and Jimmy grew up together [in California], we've known each other for a long time, but the trophy is definitely back in the right place."
Sabathia joined Leno from Rockefeller Center in New York, and he also joined his teammates, a hip-hop icon and a basketball superstar at Madison Square Garden while watching the Knicks and Cavaliers tip off.
Brooklyn native Jay-Z sat with Sabathia, Alex Rodriguez, Mark Teixeira, Robinson Cano, Melky Cabrera, Joba Chamberlain and Freddy Guzman as they watched LeBron James -- a big Yankees fan -- torch the Knicks with 33 points, eight rebounds and nine assists in a 100-91 win.
James frequently acknowledged the Yankees in attendance from the court, and he clapped from the sidelines as the seven of them were introduced to a standing ovation while Frank Sinatra's "New York, New York" played from the speakers after the first quarter.
Former Yankees center fielder Bernie Williams played the national anthem on his guitar before the game, which started hours after the Yankees' ticker-tape parade through Lower Manhattan was finished.
"This is what you play for," Sabathia said to Leno. "To be able to come here to New York and win a championship with the Yankees is an unbelievable feeling."
Following is a transcript of Leno's interview with Sabathia.
Leno: A, B or C: Your name, CC, stands for Carsten Charles, Charles Carsten or Terry Bradshaw's two best grades ever?
Sabathia: I'm going to go with A. I don't want to insult Terry Bradshaw.
Leno: If you could pick any TV show in America to be a contestant on, what would it be?
Sabathia: The Amazing Race is my favorite show, and I would definitely guarantee a victory if I was on that show.
Leno: When you go on road trips, what's the one thing you always have to have with you?
Sabathia: One thing I have to take with me is my PlayStation. I have a case that the guys in the clubhouse built me. It's a trunk, and I bring my own TV. I have my controllers, and I bring all my games. My PlayStation is the biggest thing for me on the road.
Leno: I know you're a big Oakland Raiders fan. ... In 15 seconds, can you name five players who scored a touchdown with the Raiders this season? I'll give you an hour and a half.
Sabathia: I don't even think they scored five touchdowns this season, so let's skip that question.
Leno: Which one of these would you like to see gone from baseball forever: A, the wave; B, cold November night games; C, Chase Utley?
Sabathia: I'm going to have to go with B. The night games in November are really tough. Chase, obviously, killed me in the postseason, but he's a good guy, so he can stick around.
Leno: Any rituals you do before pitching in a big game?
Sabathia: When I was single, I used to go to Wendy's and get a chicken sandwich before every game. But now that I'm married, my wife cooks me a good breakfast, and it's a little healthier for me.
Leno: If you weren't in baseball, what would you be doing for a living?
Sabathia: If I wasn't in baseball, I'd like to be around kids. I enjoy being around kids, so I always thought I would be like a P.E. teacher or maybe a football or baseball coach at my high school.
Leno: 290 is: A, your weight; B, your batting average; C, the number of Miss Universe contestants Derek Jeter has dated.
Sabathia: It's A, but .290 was my batting average before I went to the National League last year.
Leno: If you had to pick three people to be in your entourage, who would they be?
Sabathia: I'm going to have to go with my kids -- [Carsten Charles] III, Jaeden and Cyia.