The celebrated comic actress opened up to ET at the premiere of her new sitcom series 'Loot' on Wednesday.
Now, the actress is looking back at her exit and sharing some insight for the four longtime cast members who ended their tenures earlier this year.
Rudolph spoke with ET's Lauren Zima on Wednesday at the premiere of her new Apple TV+ series Loot, held at the DGA Theater Complex in Los Angeles, and she looked back at when she left the long-running sketch comedy series back in 2007.
"I was so sad when I left," Rudolph reflected. "I think it's OK to, like, take that moment, but I also feel like it's nice to see the rest of the world."
In May, Season 47 of SNL came to a close, and bid farewell to longtime cast members Aidy Bryant, Pete Davidson, Kate McKinnon and Kyle Mooney.
"You sort of forget, when you're in SNL world, [that] there's a lot out there," Rudolph shared. "And they should go have fun."
Rudolph herself has certainly explored the world outside of SNL in her days since her exit, and now leads a new series, Loot, in which she plays Molly Novak, a billionaire who is in a downward spiral, is trying to rehab her image and embarks on a path of self-realization.
One thing about making a show about a billionaire is making sure the show presents the lifestyle realistically within budgetary constraints.
"We did a really good job, you know, working within a budget. Because, let's be honest, we don't have billions," Rudolph shared. "But that was the exciting aspect of making this show."
"It felt like the sky's the limit and that was really kind of the magical 'where do we go next?' element," she added. "But they did an amazing job at making it look like we spent billions."
Loot premieres Friday, June 24 on AppleTV+.