Responded an easy-going Bush: "No, not at all."
Bush added, "I love humor, and the best humor is when you make fun of yourself."
"Tell that to the president," said Kimmel.
Bush shot back, laughing, "Yeah."
When Kimmel asked Bush if he had see Baldwin's impersonation as Trump, he said he hadn't. He did however, recall a dinner with "SNL" executive producer Lorne Michaels, during which the two joked over who really came up with the infamous fake word "strategery." Bush told Kimmel, as the audience erupted in laughter, "I said, 'Well let me ask you this? Did you come up with misunderestimate?'"
Bush also spoke with Kimmel about his recently-published book, "Portraits of Courage: A commander in chief's tribute to America's warriors," a compilation of oil paintings of soldiers who were wounded during wars launched under his presidency.
The 43rd president has written a memoir and a book about his father, but his latest book sheds light on a rarely-seen part of his post-presidential life.
"I wrote these books that surprised a lot of people, particularly on the coasts, they didn't think I could read," Bush said jokingly. But his inspiration for his new project came from someone unexpected.
After purchasing art supplies, Bush hired an instructor and practiced his hand at his mother's dogs before graduating to photos of people for painting portraits.
Two of those soldiers featured in the book, Alexander and Brian, joined Kimmel's audience as the former president shared their stories. Brian called the portrait "an incredible honor," and his mother who was also in the audience, said she loves it. Bush made a point to explain that 100 percent of the proceeds from the books go to a program to help veterans.
Bush admitted that he isn't TV or pop culture buff, but he did have a chance to watch last weekend's Academy Awards best picture mishap.
"Pass the envelope please," Bush said, laughing. "I felt sorry for 'em. I kinda felt sorry for you," he said. "You looked a little lost up there ... Waterhouse did it!"