In an interview with Entertainment Tonight, the 34-year-old comic opened up about the departure, saying he wished he could have thanked his longtime coworkers.

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“My gripe, if there’s any – and I really don’t have many – [is that] I’m a sentimental guy and I would have liked to have been given the chance to do some proper goodbyes and thank yous to all the people I worked with for six years,” Killam shared.

On the bright side, Killam is happy to leave behind the taxing work schedule of the weekly show.

“I’m certainly at a place in my life professionally, and more importantly, personally, where I was ready to sort of retire from the chaotic schedule that is SNL,” he said.

The departure of Killam and Jay Pharoah, who was surprisingly let go from the sketch show along with Killam, was announced last month ahead of the show’s 42nd season.

Pharoah, 28, and Killam have both been with the show for six seasons and are well-known for their hilarious impressions, spoofing everyone from politicians to actors. (Pharoah, notably, is famous for his President Obama portrayal.)

Both actors have already scored pilot deals at Showtime.

Killam will star in the tentatively titled Mating, a comedy anthology series that focuses on a newly divorced guy who got married at a young age and is now trying to navigate a much-changed, complicated dating world. The concept is to feature a different protagonist each season.