US President Donald Trump has once again taken aim at Saturday Night Live, suggesting that there should be a price to pay by TV networks for delivering such scathing satire.

"Nothing funny about tired Saturday Night Live on Fake News NBC! Question is, how do the networks get away with these total Republican hit jobs without retribution? Likewise for many other shows? Very unfair and should be looked into. This is the real Collusion!" Trump wrote on Sunday morning.

On Saturday's show, SNL opened with a sketch featuring Alec Baldwin as Trump and mocking the President's declaration of a national emergency to secure funding for a wall along the southern border.

The skit skewered Trump's Rose Garden announcement on Friday as a meandering series of pronouncements.