The Bridesmaids star starred on SNL for seven years, but will make her first-ever hosting appearance on Saturday with musical guest Sleigh Bells.
Rudolph promoted her SNL stint on Late Night with Jimmy Fallon on Thursday (February 16) and joked that she makes surprise cameos so often on the show that it feels like she never left.
"I probably have done the most cameos. I'm sort of like the ghost of [Saturday Night Live's Studio] 8H," Rudolph joked. "I won't leave. I have a little studio apartment in [SNL announcer] Don Pardo's booth. I love that place so much."
Rudolph went on to say that the reason she always comes back to Saturday Night Live is because she treasures the late-night series' stars and crew.
"I love it there. I love those people. I love that whole crew," she told Jimmy Fallon. "It feels so good [to host]. I'm so excited."
Rudolph then quipped jokingly: "I hope a [studio] light doesn't fall on my head [while hosting]."
The actress has notably impersonated Whitney Houston many times on Saturday Night Live and it has been reported that SNL's writers have considered a sketch about the singer's death for this week's show.
Saturday Night Live airs on NBC at 11.30/10.30c.
Rudolph also co-stars with Will Arnett in Up All Night, which is broadcast Thursdays at 9.30/8.30c, also on NBC.
> Maya Rudolph: 'I can't imagine Bridesmaids 2 without Kristen Wiig'
> Maya Rudolph: 'Will Ferrell, Molly Shannon helped me through SNL'
Watch Maya Rudolph's appearance on Late Night with Jimmy Fallon below (US only):