Kate McKinnon continues to unpack her departure from Saturday Night Live .

The comedian, who spent 11 seasons on the show, recently shared two of the moments she felt most connected to the SNL audience during her time there.

One was after Hillary [Clinton] had lost, and the cold open was me playing Hallelujah on the piano, McKinnon revealed on Vultures Good One podcast on Thursday. I felt that for the people for whom that was a tragic event, I felt very connected and in a very real way.

Then I also felt really connected that first time when I did the alien abduction sketch, she said, of one of her all-time greatest sketches on the show, which included guest Ryan Gosling and fellow SNL stars Aidy Bryant and Cecily Strong.