Even funnier, her genuine reaction was caught by Entertainment Weekly, who was in the middle of an interview with the 48-year-old actress and other Emmy nominees when the news broke.
In a twist of irony, Rudolph is up for an Emmy this year due to her depiction of Harris on "SNL."
"Oh s---," the actress exclaimed once she finished processing the veep announcement. Wanda Sykes, who was also part of the group interview, joked, "Somebody's gonna be very busy now" to which Rudolph shot back with a very pleased "Ruh-roh."
She was then asked if she would be interested in suiting up as Harris once more for "SNL."
"I love going to the show. Any excuse I can get, I love," Rudolph gushed. "I just didn't really anticipate traveling during a pandemic, but if there's anyone that can work it out I'm sure Lorne [Michaels] has some sort of invisible helicopter that can get me there."
"I don't know that I'm ready to go right this minute, but it's so nice to have this nomination be associated with the show because it's my true love," she continued.
"I'm so thrilled to even be associated with the show and that I got to go back. It's like the gift that keeps on giving," the Emmy nominee said. "Honestly, it's my favorite place to play."
When asked how she felt about Biden choosing Harris as his running mate, Rudolph remarked, "I'm as surprised as you are, guys. That's spicy."