The 33-year-old, who insisted that he didn't rush into his decision to leave the sketch comedy show, revealed that he considered his role on the series his "dream job".
"I worked so hard on those shorts and the guys that I did them with are gone now, I just felt like it was the moment for me [to leave], but it was a dream come true," Samberg told Access Hollywood.
"That was my dream job since I was a little kid, so it's definitely bittersweet walking away from it. But I also will always look back on it fondly and be grateful."
In May, Kristen Wiig also elected to leave Saturday Night Live after starring on the show for seven years.
Jason Sudeikis could depart the NBC series as well, though he has yet to announce his decision.