New York (CNN Business) Alec Baldwin's Donald Trump returned to "Saturday Night Live" and he brought his worries over the Mueller investigation with him.

Baldwin's Trump found himself on a balcony in Argentina with first lady Melania Trump, played by Cecily Strong.

"Melania, I'm having trouble sleeping," Baldwin said. "I keep having a nightmare that I'm walking through a forest of blood."

"No, no, that's just my Christmas decorations," Strong's Melania Trump responded, referring to the first lady's much talked about bright red Christmas trees that were put up in the White House.

The fake first lady then asked what was bothering Trump. The president responded that while he loved Argentina, the Mueller investigation was on his mind.

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