"How have you been since dropping out of the race?" the fake Ingraham, also played by McKinnon, asked the Massachusetts senator after jokingly introducing her as "the woman who savagely murdered Michael Bloomberg on live television."
"You know, I'm doing just fine," Warren replied. "My friends and family have been so supportive. They've been calling nonstop, asking: 'Are you OK? What do you need? Were you electable?'"
When asked whether she plans to endorse former Vice President Joe Biden or fellow U.S. Sen. Bernie Sanders for the Democratic nomination, Warren quipped, "Maybe I'll just pull a New York Times and endorse them both."
She later took a jab at Bloomberg while praising her campaign, saying, "Not only did I not accept money from billionaires, I got to give one a swirly on live TV."
As the interview started to come to a close, McKinnon changed outfits and switched to her Warren impersonation, hugging the real Warren and thanking her for "all that you've done in your lifetime."
"I'm not dead; I'm just in the Senate," Warren quipped before the pair said, "Live from New York, it's Saturday night!"
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