The comedian said he would be "happy" for his co-stars if rumours of them leaving the NBC show at the end of its current season come to pass.
"I would feel sad - I love them, they're my family," he told The Hollywood Reporter. "I've known them a long time.
"But I would say it's time. I'd be happy for them because they're doing what they want to do."
Earlier this month, Wiig seemingly alluded to her exit from SNL while speaking on Alec Baldwin's Here's The Thing podcast.
"Everyone has to leave... and I will say that when I do leave, it's not because I'm sick of it and not because I see something better or anything like that," she said. "It's just that it's time. When I do leave, it will be the hardest thing."
However, Saturday Night Live writer Jim Downey has said that he expects Wiig, Samberg and Sudeikis to still be part of pre-election specials in the fall.