Quinn, a former SNL castmember, took offence to a sketch on Saturday's show where a fictional high school coach was investigated for possible sex crimes by his employers and the media without any actual evidence.
Posting on his Twitter, Quinn wrote that it was "too soon" to be poke fun at allegations that former Penn State football coach Jerry Sandusky molested young boys.
The comic tweeted: "Nice Sandusky sketch on SNL last night. Yeah, real appropriate. Real classy. I'm ashamed I was ever associated with that show. #toosoon
"Plus it was right after the tree lighting. Talk about wrong place, wrong time. #coarsening of the culture.. (sic)"
SNL headwriter Seth Meyers later seemed to mock the criticism on his own Twitter page by taking credit for writing the sketch and challenging Quinn to "come out and fight like a man".
Quinn has since clarified that he still enjoys Saturday Night Live, but finds some of the sketches "over the top".
The comedian starred on SNL from 1995 to 2000, anchoring 'Weekend Update' and appearing as recurring characters Joe Blow and Lenny The Lion.
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Watch a clip of Colin Quinn on Saturday Night Live below: