Rock, who had rapper Ice-T and singer Nikka Costa on his last show Nov. 24, is leaving to concentrate on his movie career.
"It's a lot of work and there are a lot of other things he wanted to do," said Nancy Geller, the show's executive producer. "I was almost surprised every year when he said he was going to come back to do another year."
His guests have included Marion Barry, Johnnie Cochran, Sean "Puffy" Combs, Bryant Gumbel, Don King, Kweisi Mfume, Adam Sandler and Jerry Springer.
The Rev. Al Sharpton was a three-time interview subject who scolded Rock for using profanity, only to have the comedian poke fun at his hair. Sharpton said Friday there should be "a national day of mourning" for Rock's departure.
"He provided a forum where people like me could talk to a different part of America that did not necessarily get exposure to us," Sharpton said.
"He really knew what was going on with the issues but had a way of presenting them that didn't make the audience feel he had gone too sober or serious," Sharpton said. "You would leave his show knowing things like allegations of police brutality or racism in the corporate world without turning on for that reason."
Rock, who had rapper Grandmaster Flash as his musical director, would begin each show with a monologue and prepared comedy bits before the night's featured interview.
He could also poke fun at the black community in ways others would never be able to get away with, Sharpton said.
One skit from earlier this season was a satirical look at what types of behavior were most likely to get black motorists yanked from cars and beaten by white police officers.
Rock's 30-minute show, which won an Emmy for writing last year, aired in 13-week seasons on Friday nights.
The comedian is continuing his relationship with HBO and plans a stand-up special next year, Geller said.
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