Donning the leather armor and long, braided hair of his long-dead character, he was joined by Kenan Thompson for Khal Drogo's Ghost Dojo, a talk show in which they interviewed dead GoT characters.
From getting Hodor (Beck Bennet) to hold the door for some of the guests to Kate McKinnon coming out as a pitch perfect King Joffrey (throwing out some choice lines from Bhad Bhabie's famous Dr. Phil appearance), the sketch was a fun (albeit uneven) tribute to the iconic HBO series.
When Brienne of Tarth (Heidi Gardner), who isn't even dead on the show, came out with her trademark short hair and gruff demeanor, Drogo said (in perfect Drothraki), "If this man wants to fight, I'll give him what he wants."
"Man? Wow, you have a lot to learn about identity politics," Brienne shot back.
"You're right," Drogo replied, this time in English, adding that if he didn't learn from past mistakes he would never "get to host the Oscars."