When quizzed by Leno about what she was afraid of, Blair informed the funnyman that moths and cockroaches made her feel particularly uncomfortable.
She explained, "I laugh at those people on (reality show) FEAR FACTOR and I think, 'This is ridiculous. They're hamming it up,' and then I'll see a cockroach scuttle across the street and (I go) crazy."
After realising that Leno might have an unpleasant surprise for her, Blair enquired, "Where is this going?" before being presented with a large caged cockroach.
The brunette beauty was so horrified with what she saw, she ran to the other side of the stage to get away from the bug, while breathlessly informing Leno, "You've really screwed me up!"