The Calgary pooch was featured during the "Stupid Pet Tricks" segment of the show.
The border collie-lab cross knows all sorts of tricks. She climbs ladders, hops onto bollards and even balances on the rim of a basketball hoop.
Lexi had a bit of stage fright, but eventually climbed to the top of a ladder and then jumped into Jansen's arms.
Enough for a rousing cheer from the New York studio audience.
"That was heroic," exclaimed Letterman. "What a dog."