The broadcaster has hosted Steve Wright In The Afternoon since 1999, but announced last month that he would be stepping down from the show, amid the recent departures of a number of other Radio 2 staples including Paul O’Grady, Vanessa Feltz and Craig Charles.
Opening his final show, Steve told his listeners: “Last show, bit of pressure, got to make it a good one.”
After playing How Bizarre by OMC, he then insisted: “No tension here, just fun, celebration and thanks to you.
“I am going to try and do my normal bits because I don’t want to go to pieces. I don’t want to be in bits but I might.”
Steve later added: “Thank you if you’ve ever seen your way to listening to us over 23 years at any time. Thank you, thank you and thank you again.
“Corny though it sounds, I quite like the way we’ve all helped each other get through some of our on-going problems together, the pandemic, the financial downturn, the ups and downs of life in the UK.
“Sometimes it has been very difficult for everybody. We’ve tried on this programme to bring just a little bit of light relief, a good genuine atmosphere, uplifting tunes, good conversation, a little bit of satire, we try to make the show unique and just be good company.
“I can only hope we have done that some of the time.”
Earlier this week, Steve issued a statement insisting that he was not retiring from broadcasting or leaving Radio 2.
“I’d also like to clear something up. I’m not retiring!!!” he explained. “I repeat, I am NOT retiring!!! I am taking a break from daytime radio and will continue at Radio 2.”
Steve will continue to present Sunday Love Songs on BBC Radio Two and his Serious Jockin’ podcast will launch on 4 November on BBC Sounds.
He will also be presenting a special programme on Radio Two on National Album Day and more programmes including Christmas specials will be announced soon, the BBC has said.
Meanwhile, Scott Mills will be taking over his Radio 2 afternoon slot, having left sister station Radio 1 earlier in the year.