"The Tonight Show with Conan O'Brien," which debuts June 1, will also welcome Pearl Jam, according to the show's official website.
Ferrell will be on hand to promote his newest film, "Land of the Lost."
"The Tonight Show with Conan O'Brien" will air at 11:35 PM ET; check local listings.
For more information visit www.tonightshowwithconanobrien.com.