The Men in Black 3 star and Fred Armisen discuss the differences between SNL musical guest Gotye and goatees in the clip, with Brolin revealing that he's named his facial hair Reggie.
Armisen also baits Brolin into showing off his "funky" dance moves and receives frightening news about this week's guest host.
Brolin makes his second appearance on Saturday Night Live this week. He previously hosted an October 2008 episode which featured cameos from Sarah Palin, Tina Fey and Alec Baldwin.
His new film Men in Black 3 includes a cameo appearance by SNL's Bill Hader as pop art icon Andy Warhol.
Saturday Night Live airs at 11.30/10.30c on NBC.
> Kristen Wiig: 'Leaving Saturday Night Live will be the hardest thing'
> One Direction: 'Saturday Night Live is our kind of show'
Watch Josh Brolin in a sketch from his previous SNL hosting stint below: