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CHICAGO -- Hot dog! Get yer hot dog here! Wait a sec... is that?

Yes. It's Stephen Colbert.

First pitch today by hot dog vendor Donny Franks. pic.twitter.com/r05VgW1lcJ — Paul Sullivan (@PWSullivan) September 17, 2016

The Late Show host and die hard Cubs fan was at Wrigley Field Saturday slinging dogs and throwing out the first pitch.

But, he was in "disguise."

Colbert decided to drop in for a game #DonnieTheHotDogGuy pic.twitter.com/rXq1NPcQHa — Danny Goodman (@dgoodm04) September 17, 2016

By the looks and sounds of it, he's filming a segment for the Late Show.

Rocco gets interviewed by @StephenAtHome at Wrigley pic.twitter.com/UZMtLCQTPL — Paul Sullivan (@PWSullivan) September 17, 2016

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Stephen Colbert undercover as hot dog guy in Cubs hat at Cubs game today @Cubs #Colbert pic.twitter.com/sP4I4itLaF — Ed Marut (@emarut) September 17, 2016

The Cubs are no stranger to Colbert and his show.

You may recall earlier this season when Colbert tried to bring the Cubs good luck.