“Saturday Night Live” had some fun at Megyn Kelly’s expense this weekend.

This week on “Saturday Night Live,” Cecily Strong played Kelly, who interviewed Maine nurse Kaci Hickox, played by Kate McKinnon.

“It is quite a thing to see yourself parodied in the opening of ‘Saturday Night Live’ after growing up watching that program in my Nana’s living room,” Kelly said.

She remarked that Strong was “pretty good,” but that the voice should have been a bit deeper and the hair smaller.

Kelly applauded Strong’s “no-nonsense style.”

Watch the full clip below, via "Saturday Night Live."