Obama made his sixth appearance on The Tonight Show and his third as president Tuesday.

Obama made his sixth appearance on The Tonight Show and his third as president Tuesday. Jacquelyn Martin/AP

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The president talks contracting, embassy security and infrastructure with Jay Leno.

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Since his election in 2008, President Barack Obama has visited every major late-night talk show and last night, he was in Southern California to visit The Tonight Show with Jay Leno. Obama was the only guest for Leno to interview -- Patti LaBelle was a musical guest -- and Leno spent the vast majority of the show with the president.

Leno first asked Obama about his birthday , before launching into questions about the recent threat from al-Qaeda that became public this week . After talking about the worldwide threat of terrorism, Obama praised federal workers at American embassies throughout the world. “It’s also a reminder of how courageous our embassy personnel tend to be, because you can never have 100 percent security in some of these places.

“These diplomats, they go out there and serve every day,” Obama said. “Often times they have their families with them.  They do an incredible job and sometimes don’t get enough credit.

“We’re grateful to them and we have to do everything we can to protect them,” Obama concluded, to applause from the Burbank audience.

Leno connected the embassy closings and travel restrictions to the National Security Agency’s surveillance program , asking Obama if the threats were found through the program. Obama said the program is a “critical component of counter-terrorism,” but did not specify if the program and threats were directly linked.

Defending his administration’s involvement with the surveillance, Obama mentioned that “a lot of these programs were put in place before I came in,” and praised those who were skeptical about the program, saying “we should have a healthy skepticism about what government’s doing.” He also ticked off congressional and judicial oversight as reasons to trust the surveillance and repeated that there is no spying on Americans.

“I think we can make sure that we’re properly balancing our privacy and our security,” Obama said.

In response to Leno's question about NSA leaker Edward Snowden, the president appeared to reach into his law professor skill set, saying, “It’s important for me not to prejudge something. He’ll have a lawyer and due process and we can make those decisions.”

In talking about Snowden, Leno pressed Obama on the number of contractors working for the federal government, comparing them to mercenaries.

“Some of the contractors do a great job, and they’re patriots, and they’re trying to support our mission.” Obama said. “Sometimes they can do it more efficiently or effectively if they have some specialized knowledge.”

However, Obama also said he was trying to reduce the number of contractors the federal government uses and talked about reducing the outsourcing of intelligence gathering and analysis. “When it comes to intelligence, should we, in fact, be farming that much stuff out?” Obama said. “There are a lot of extraordinarily capable folks in our military and in our government who can do this and probably do it cheaper.”

Obama also talked about relations with Russia in light of Snowden gaining temporary asylum there. Obama said the ordeal hasn’t caused any “major breaks in the relationship” but added that Russia’s Vladimir Putin sometimes “slips into a Cold War mentality” regarding the situation.

“What I say to President Putin is ‘That’s the past,’” Obama said. “‘And we’ve got to think about the future, and there’s no reason why we shouldn’t be able to cooperate more effectively than we do.’”

In talking about the economy, Leno asked Obama about government program for infrastructure that could get more people working. The president touted programs that could work on bridges, sewers, roads and other infrastructure to create more American jobs. Obama used the example of the upgrades to shipping and tankers that could leave American coastal cities poorly equipped to handle larger supertankers.

“If we don’t deepen our ports all along the Gulf [of Mexico], places like Charleston, South Carolina or Savannah, Georgia or Jacksonville, Florida,” Obama noted. “Those ships are going to go someplace else and we’ll lose jobs.”

Leno finished the interview on a lighter note, asking the president about his favorite food being broccoli and accusing him of lying to children. Obama told Leno that “me and broccoli have a thing going” and that Leno could ask his staff about his eating the food often. He then launched into a pitch for Michelle Obama’s Let’s Move initiative .

Watch the highlights here:

Watch the full interview here :