Fallon screened clips from the show, which he said was canceled because it was "too tense."
The clips depict Fallon and Burnett as husband and wife in strained scenes that involved drinking coffee, asking what time it is and walking their dog, compete with ominous mood music.
Burnett will begin performances in Love Letters on Broadway Oct. 11. The Tony Award winner's stage credits also include Once Upon a Mattress, Fade Out - Fade In, Moon Over Buffalo and Putting It Together.
Watch Fallon and Burnett below.