President George Bush described his mood as “a little wistful” on Saturday night as he attended his last White House correspondents’ dinner.

The president, who is said by those around him to detest journalists, has given the impression down the years that he would rather be somewhere else.

Bush, looking at ease, insisted that “surprisingly, I have enjoyed these dinners”, describing them as an opportunity to put aside differences for a few hours. He recalled highlights such as Ozzy Osbourne standing on a chair to blow him a kiss. “Few leaders get that experience,” he said.

He expressed surprise that none of his possible successors - the Republican John McCain and the two Democrats Barack Obama and Hillary Clinton - were present. “Hillary Clinton couldn't get in because of sniper fire,” he joked, referring to her discredited claim to have come under fire in the Balkans. Obama, he said, was “in church”.

“Senator McCain's not here. He probably wanted to distance himself from me a little bit,”  said the president who last week recorded the lowest approval ratings of any White House incumbent since polling began.

The dinners bring together 2,800 politicians, journalists and minor Hollywood celebrities. On Saturday, the mix was the usual eclectic one, politicians such as Dick Cheney, Condoleezza Rice and Henry Kissinger, with celebrities such as Pamela Anderson, Colin Firth, Ben Affleck and Salman Rushdie.

Speaking alongside Bush at the dinner was the comedian and host of CBS's Late Late Show Craig Ferguson, who focused mainly on the media, who made up the bulk of the audience

To mark his finale, Bush said he was going to do something he had always wanted to do. The curtains parted to reveal a brass band.

He turned his back and picked up a baton. Bush hammed it up, taking the band through a repertoire of patriotic tunes.