"It's been really, really amazing," he says of his time on SNL. "I was very, very lucky."
Sudeikis admits he'll have to find a new outlet for his comedy ideas now. "You start to get that itch probably in August, where all these sketch ideas will show up," he says. "And I'll be like, 'Well, can I make this sketch idea last 90 minutes and turn it into a movie?' Probably not."
His departure follows several other notable cast exits. Long-timers Bill Hader, Fred Armisen and Seth Meyers are all leaving as well, the latter to become the new host of NBC's Late Night.