The former US vice presidential candidate guest hosted NBC's Today on Tuesday and told Matt Lauer that she had an interesting encounter with a tourist at 30 Rockefeller Plaza, the site of Fey's hit sitcom 30 Rock.
"Oh geez, Matt. The nicest lady in the world, she stopped me, asked me where I was heading. I said 30 Rock and she said, 'Oh honey, I told you, Tina Fey is here'," Palin declared.
Palin also panned Julianne Moore's portrayal of her in the HBO film Game Change, although she has yet to see the film.
The politician went on to say that she much prefers Fey's comedic impersonation of her to Moore's version of her troubled 2008 election campaign.
"Tina Fey has been pretty clever," Palin said.
Fey has impersonated Palin several times on SNL, with the two women eventually squaring off in a 2008 sketch.
Palin also weighed in on the 2012 presidential election while hosting Today and revealed that she'd support "anybody but Obama".
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Watch Sarah Palin and Tina Fey on Saturday Night Live below: