Kevin Eubanks Bails on Jay Leno

4/12/2010 7:00 PM PDT

Kevin Eubanks Bails on Jay Leno

Jay Leno is in the market for someone to laugh at his jokes. 

Kevin Eubanks just announced he's leaving "The Tonight Show" -- and interestingly, he did it the same day Conan O'Brien announced he'll be going head-to-head with Jay.

Jay's band leader made his departure official during the taping of Monday night's episode.

Eubanks will keep jamming with the band until May 28.