I honestly don’t know what happened on the other side, but I do know we had expressed I have work on this film and in bonding this picture, that has to get cleared with SNL. And then [another offer] came up. I wasn’t going to have to take any time off to do it, but it was a thing that they would have had to okay.

I don’t know fully. I don’t know the other side of it. You sign for seven years, so I had one more year. I had sort of had it in my head I would make this upcoming year my last year, but then heard they weren’t going to pick up my contract. I was never given a reason why, really. I can assume until the cows come home. But I do know I’m directing this movie [Why We’re Killing Gunther with Arnold Schwarzenegger] and I’ll have two months of post-production that would have bled into the SNL production schedule, so we kind of communicated that.

I enjoyed being on the show. I was there for six years. I have not been anywhere in my life for six years. I don’t know that the end of something that you’ve committed that much time and energy to is ever going to feel “great.” And I think that just bodes well in both directions. Not feeling great leaving means that you were where you were supposed to be. And not feeling great leaving also means you didn’t overstay your welcome. You know what I mean? Like, “Oh, thank God I’m done with that,” and there was time wasted, you know? It doesn’t feel like that.

When speaking with Killam, he was noticeably disappointed, because it’s obvious how much SNL – a show he’s been a huge part of since 2010 – still means to him and this is all still very recent news. (But, again, he’s directing a Schwarzenegger movie, so I think he’s going to find plenty to keep himself busy.) Ahead, Killam explains what happened, looks back at some of his favorite moments on SNL, and looks ahead to releasing a new Arnold Schwarzenegger comedy.

Taran Killam, who has been a cast member on Saturday Night Live for the past six seasons, will not be returning to the show for its upcoming 42nd season. As Killam explains below, he found out recently that his contract wasn’t renewed. Killam is currently directing a movie starring Arnold Schwarzenegger, Why We’re Killing Gunther, and has other projects in the works. Both of these projects had to be approved by SNL and, in the end, for whatever reason, the decision was to part ways.

Correct me if I’m wrong, but SNL doesn’t always like that when there are other things going on during the season.

I don’t know. I’ve seen it both ways, you know what I mean? That’s sort of the tough thing to know, even being behind the curtain at that show. Sometimes people are allowed to miss days out of the week to go film movies and sometimes you’re not allowed to do a guest spot. There’s no one right way or one wrong way and there’s really no rule book. But my feeling about it is I got my dream job. I set out to be on SNL and I got to do that and I did very well. And I love and adore and will forever have close ties and tight bonds with the brilliant, smartest, funniest people I’ve ever met in my life. So, I have no gripes at all. I am so, so, so lucky to have been given the time I’ve been given.

I’m so proud of things I created on that show and things I got to perform that other people wrote. The biggest takeaway for me are friends and adoptive family members who I will know the rest of my life and can’t believe the good fortune to have crossed paths with these people that I don’t think otherwise would have.

Looking back, what’s your favorite moment? Not necessarily a sketch, but just what stands out?

The beauty of that job is you’re given several of those every year. In what is now my last episode, the fact that Fred Armisen hosted – who is always, always my favorite person to watch at the table read – and Andy Samberg was back and Jason Sudeikis was back and Maya Rudolph was there. Fred was always really good about including everybody like that. Just that. Just feeling like a member of a team felt really special.

The Christmas episode, Bruce Springsteen was the musical guest. He’s The Boss! On Tuesday, we asked if he’s going to sing “Santa Claus is Coming to Town.” At that point, it wasn’t decided that he was. Cut to, we’re onstage with Paul McCartney, singing, with Bruce, “Santa Claus is Coming to Town.” Which is a full-on staple, Christmas tradition and song in my household growing up. It’s stuff like that that’s just truly incredible. And everything that happens here on is because of that opportunity and my time there and the work done.

It’s always hard and sad to say goodbye, but it feels like an appropriate time and I am so, so grateful to have been a cast member on Saturday Night Live.

I’m fascinated by this movie you’re directing, starring Arnold Schwarzenegger.

Yeah, it’s going well!

This is the first movie you’ve directed, how did you get him to do this?

We sent him a video offer. I had planned to reach out to people I had worked with on SNL, because there would be more of a personal connection, and I made these offer videos. And we sent a couple out and there were very polite rejections. And the agent of one those people said, “Will you consider Schwarzenegger?” [Laughs.] I think my response was, “I don’t think it’s possible to consider that because that does not seem like a reality.”

So the people you had requested before him were more “realistic”?

More “obtainable.” And Schwarzenegger’s people said, “No, no, he’d love it. Especially if you made him a video.” I had already called in a bunch of favors to make videos, so that night I got off the phone and in my kitchen, at 10:30 pm, I shoot this little stylized, noir offer video. It’s basically saying, “We need you much more than you need us, but if you do this, you’ll have a blast.” In the video I say I’m not going to beg, but then I start begging desperately. I say, “If my producers think that you’ll pass, they’ll kill me,” then I get shot in the head. And a mysterious hand places my information on a business card in frame. And that was my poor wife who I kept up until 10:30 pm saying, “Honey, put on this trench coat and a black glove.” And she’s just like, “Can I please go to bed?”

He plays an assassin all the other assassins want to kill.

He is Keyser Soze. He is the most mysterious, deadliest, incredible, and respected. But, also, everybody hates him and is jealous of him because of how good he is. We’ve only shot two days with him and he’s already so fucking funny. The footage is so great and he’s totally game. There were things I was nervous to ask him to do, and he’s like, “I love it. Great. It’s fucking hilarious.”

Mike Ryan lives in New York City and has written for The Huffington Post, Wired, Vanity Fair and New York magazine. He is senior entertainment writer at Uproxx. You can contact him directly on Twitter.