Speaking to The AV Club, Dillahunt admitted that he was impressed when he watched the instalment.
"I think it's fantastic," he said. "It's one of the best half-hours of television I've ever seen, I gotta say. I thought it was hilarious."
Dillahunt continued: "It's a complex episode, because there's a lot of time-shifting, which is great, and you just get to see where we all were five years ago, and where we are now.
"I have a spitting contest with an alpaca, which you don't want to miss. Which was not fun to shoot! And you see Jimmy going through his rebellious phase. It's really good."
Dillahunt's co-star Martha Plimpton has previously revealed that filming the flashback in the season finale was a "lot of fun".
Raising Hope, which has already been renewed for a second season, airs on Tuesdays at 9/8c on Fox in the US and on Fridays at 9pm on Sky1 in the UK.