(Photo credit: Alexander Tamargo/Getty Images)

The rumors were true: Jason Sudeikis will not be returning to "Saturday Night Live" this fall, he has confirmed.

"I'm definitely done," he told David Letterman in a pre-taped interview for tonight's "Late Show." "I'm gonna leave. Yeah, I'm not coming back next fall."

Sudeikis, who is engaged to actress Olivia Wilde, was a writer for the NBC show for two years before joining the cast eight years ago.

Olivia Wilde Reveals Details of Her Upcoming Wedding to Jason Sudeikis

While the "We're the Millers" star, 37, acknowledged that, right now, his decision doesn't seem "weird," he knows that by August, "you start to get that itch."

"All these sketch ideas will show up," he predicted. "I'll be like, 'Well, can I make this sketch idea last 90 minutes and turn it into a movie?!' Probably not.'"

Watch Jennifer Aniston Strip Down in 'We're the Millers' Trailer

Next season will be an interesting one for the sketch comedy show, which has also lost longtime cast members Bill Hader, Fred Armisen and Seth Meyers, who was tapped as the new host of "Late Night," replacing Jimmy Fallon.

"It's been fantastic," Sudeikis said of his time on the show. "Really, really amazing. Yeah. I was very lucky."