The sketch featured three people being interviewed about being abducted by aliens and Cecily Tyson, who plays the host

She also had a line that says something along the lines of it sounds like you two were in Doctor Strange in the Multiverse of Madness.

This sketch isn't the first time the comedian has done something similar. It's actually one of the most beloved sketches in Saturday Night Live history.

McKinnon first appeared in the "Close Encounter" skit in 2015 alongside Bryant, Strong, and host Ryan Gosling, who had trouble keeping it together throughout the entire sketch.

She would later reprise the role of the disgruntled alien abductee with hosts Brie Larson, Casey Affeck, Liev Schreiber, and tonight's host Natasha Lyonne.

McKinnon then says "I can read the room" and then enters a door with a bright light, where she stops and looks back at the audience.

The comedian then thanks Earth for allowing her around for the past few years while fighting back tears because she's exiting the show after this episode.

Then the skit featured two little Greta aliens that said "live from New York, it's Saturday Night!" You can check out the send-off below.