The actor starred with Billy Crystal, Christopher Guest and Julia Louis-Dreyfus on the 1984/1985 season of SNL, which many fans have cited as one of the all-time best.
Reflecting on his Saturday Night Live tenure with The Huffington Post, Short revealed that he was never comfortable with the show's break-neck schedule.
"[With] Saturday Night Live, if you were a writer/performer - like I was on the show - it could be Monday and it would be like, 'I don't have any ideas'. The host comes in and you fake your way through that meeting," Short joked. "Now it's Monday night and you can't think of anything."
He continued: "And you wake up and you have that feeling in your stomach on Tuesday, 'What am I going to write?' Because you had to slide the script underneath the door by 6am, so the typist could type it for the read-through at 11am or 1pm, or whatever it was.
"The point was that it was final exams, every week. So, that was a big difference. That and the realisation that there were certain types of pieces that you just couldn't do."
The actor left SNL to film The Three Amigos for producer Lorne Michaels, who coincidentally returned to the late-night series months after Short's departure.
"And we talked about that - 'Now, if we went back together...' And I kept saying, 'No, I don't want to go back. I mean, how can I go back if I make this movie?'
"And he's like, 'Well, things can be worked out'. I just knew in my head. I had a new baby, which I had not seen all year. I just knew. I had done three years of [Canadian sketch show] SCTV, so that was four years of this. I just knew that I didn't want to do that. I thought one year was a great experience."
Short later returned to host Saturday Night Live twice, first in 1986 and a decade later in 1996.
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Watch Martin Short in an SNL sketch below: