"I love humor," he said, "and the best humor is when you make fun of yourself."
Kimmel replied, "Well, tell that to the president," which made Bush laugh.
Bush said he was never bothered by people doing impressions of him. He said he enjoyed doing White House Correspondents' Dinners and even worked with one of his favorite impersonators for one of the dinners.
And Bush proved that he loves to laugh at himself throughout his conversation with Kimmel. He said of a self portrait of him in the shower, "I kind of used my imagination. You can see, I made my muscles a little bigger."
When asked if he was at some point able to laugh about the 2006 incident when Vice President Dick Cheney accidentally shot a friend in the face while hunting, he said he had.
"Every time Cheney would come in, a lot of people would yell 'Duck'," he remembered.
Kimmel also grilled Bush on pop culture, which he admitted he does not follow closely. He said he did not know that Beyonce is pregnant, but does know about the Oscars best picture mix-up, saying, "I watched the replay."
The proceeds from Bush's book, Portraits of Courage, benefit veterans' programs.