On the tape he does a mock version of the show including his own versions of the popular sketches like "macgruber" which he calls "macaroon-er."
His musical guest is "monster gaga" who is wearing a dress made of cookies, a play on pop star lady gaga.
The Sesame Street star says that it's the perfect time in his career to try new things.
"Me think that the time to branch out beyond me cookie eating career. Yea. Be ready for next logical step, hosting Saturday Night Live."
Saturday Night Live's producers have not said whether they'll consider letting a monster host the show.