In the eyebrow-raising sketch, guest host Rockwell plays a science teacher in a lab with a pair students.
One of the students, played by cast member Mikey Day, can't seem to grasp the task at hand, so Rockwell's character says to the boy, "You can't be this f------ stupid."
The subsequent Mountain Time and Central Time airings of "SNL" were expletive-free.
Rockwell never breaks out of character -- nor does Day or Cecily Strong, who plays the other student -- but Rockwell does immediately cover his mouth after uttering the profanity.
A rep for "Saturday Night Live" declined to comment on Rockwell's slip of the tongue. ABC News has also sought comment from the actor's publicist.
Rockwell isn't the only one to drop the F-bomb on "Saturday Night Live."
Guest host Kristen Stewart said the expletive last year.
In 2012, guest host Samuel L. Jackson said both "f---" and "bull----."
And in 2009, cast member Jenny Slate said the F-word during a sketch. It was her first season with the show. She was fired after the conclusion of the season.