The comedian and showrunner made the comment in response to a tweet from co-star Alec Baldwin on Wednesday (April 11) that he was "leaving NBC just in time", a message sparked when a camera crew from The Today Show began hounding him after the arrest of his alleged stalker.
Speaking on the The View yesterday (April 12), Fey explained: "As far as I know, he's not leaving the show. We're all in this together 'til the end.
"I think that he just maybe means that the end of the show... is visible on the horizon."
Baldwin later returned to Twitter to address the remarks made by Fay and himself, writing: "As far as I know, 30 Rock is back next year. But all things must pass. New shows. New people.
"But aren't you infinitely curious about the kinds of things Tina will do when the show is over? I know I am. I think Tina will write, produce, act in and direct some great films... People need new things, creatively... sometimes, they need to do nothing at all."
Both Fey and Baldwin are contracted to a prospective seventh season of 30 Rock, which could apparently feature a reduced number of episodes.
30 Rock currently airs Thursdays at 8.30/7.30c on NBC. UK viewers can catch it Fridays at 10.30pm on Comedy Central.
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Watch Tina Fey discuss the end of 30 Rock below: