Samberg exited the series with Kristen Wiig following last month's SNL season finale, which featured guest stars Mick Jagger, Steve Martin and Foo Fighters.
In an interview with Collider, the comic spoke about ending his seven season-run on the sketch comedy show.
"It's been very intense," he admitted. "I didn't want to do it before the season ended because I hadn't talked to Lorne [Michaels]. I have so much respect and admiration for him, and I'm so grateful to him. I didn't want to do anything without really discussing it with him first."
Samberg went on to describe the "crazy mad-dash" of his final Saturday Night Live episodes.
"It was really intense. Mick Jagger's show was crazy. The 100th short we did the week before was so much work. There wasn't a lot of time to stop and contemplate things. I was pretty sure that I was gonna go," he explained.
"The end of [the Digital Short] 'Lazy Sunday' [sequel] was that for me. It was a nice way of saying goodbye, in my way, in the shorts, which was the way that people viewed me the most on the show."
He continued: "The season did end and Kristen [Wiig] obviously officially left in a very, very big, dramatic and beautiful way, and I was really happy for her. I just thought about it a lot and decided that I knew I wasn't coming back and, rather than having to dodge the question for a huge press cycle, it would be better to just say it and rip off the Band-Aid and move on.
"But I've definitely been really broken up about it. It's been a super-emotional time. It was not an easy decision. I'll always be grateful that I got to do it. It was my dream job, since I was eight. Even now, talking to you, I feel conflicted about it, a little bit."
Jason Sudeikis is also rumoured to be leaving Saturday Night Live, but he has yet to offer any confirmation.
Watch Andy Samberg's 100th Digital Short below (warning - mature content):