Each hour-long episode was set to feature Letterman conducting a long-form conversation with a single guest and in-the-field segments, in which he would explore topics on his own.

[1] On January 5, 2018, it was announced that Letterman's guests in the first season would include Barack Obama, George Clooney, Malala Yousafzai, Jay-Z, Tina Fey, and Howard Stern.

[5] Soon after it was announced publicly that Netflix had given the series an order, Shaffer received a phone call from Letterman asking him to work on the show.

Finding none, he remembered his and Letterman's shared love for the sort of music produced at the Muscle Shoals Sound Studio in Sheffield, Alabama describing it as "the honesty you hear, the southern soul feeling."

The website's critical consensus reads, "My Next Guest may not be groundbreaking, but a more intimate setting provides ample room for intelligent, insightful interviews with interesting subjects that go beyond standard late-night conversations.