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Kristen Wiig is opening up about her decision to leave Saturday Night Live and reveals why she has no regrets and feels happier than ever. 

Wiig tells the August issue of Marie Claire -- hitting newsstands July 17 -- that she always felt her SNL run would be limited. "I know a lot of people probably assume, 'Oh, she's leaving because she is going to be doing movies now and things like that,' which I will be. But I just always knew it was going to be seven and that was it. I think maybe if I were 22, I could see myself staying a little bit, but it just felt like the right time."

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But she admits it was difficult doing her last show, which included a closing sketch featuring host Mick Jagger presiding over a graduation ceremony with Wiig to the tune of the Rolling Stones' She's a Rainbow. "It was very emotional. I just wanted to get through it without breaking down in every sketch. Because nothing says comedy like breaking down."

She adds: "You have all this stuff going on in your head, like, 'I can't believe seven years has gone by, and I'm going to miss all these people.' And I'm like, 'Oh, by the way, Mick Jagger is to my right, and I just danced a waltz with him.' So there's that."

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The star -- who conquered the big screen by starring in and co-writing the box office hit Bridesmaids -- is involved in several upcoming big screen endeavors and says she's currently in a very good place -- both professionally and personally. "I will say that I'm happier than I've ever been, and I feel very lucky."

When asked to elaborate, she responds, "Where I am now. Who he is. Those are the two big ones." The "who he is" refers to Wiig's current Brazilian boyfriend Fabrizio Moretti, a drummer for the indie rock band The Strokes.

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