Bill Murray Interrupts 'Late Show' Interview to Train for New York Marathon

St. Vincent Premiere Bill Murray H 2014
Evan Agostini/Invision/AP

St. Vincent Premiere Bill Murray H 2014

Bill Murray is nothing if not dedicated to his marathon training.

Well, sort of.

On Wednesday's Late Show With David Letterman, the actor interrupted his interview with the host to ask when the New York marathon was set to take place. After learning that it was just a few weeks away, Murray told Letterman: "Oh, you're gonna be mad. I'm really happy to be here. [But] I sort of made a commitment to myself to enter this year. … Can you handle things? … I really should get a run in."

See more Hollywood's 100 Favorite Films

He then slathered Ben-Gay on the back of his hands, explaining: "Usually when I run my knees hurt, but this guy told me it's all connected."

After taking to the streets of New York City, Murray continued the interview. He then passed an unsuspecting couple and grabbed a bottle of water out of the man's hand, drinking it — then he went back to take her pretzel.

See more Watch Bill Murray Singing a Bob Dylan Classic in 'St. Vincent' Clip

During his jog, he also introduced a clip from his new movie St. Vincent, which hits theaters Oct. 24.

After the clip aired, Letterman asked Murray where he was. "I'm probably miles and miles away from you," the actor said. "I found something to help me." Cut back to Murray, who's getting a ride in a pedicab back to the studio.

Watch the clip below.