Molly Shannon Calls 'Divorce' Co-Star Sarah Jessica Parker a 'Delight to Work With'

"Divorce" premieres Oct. 9 on HBO.

"She's like in a volatile marriage, a very roller coaster marriage, so it's a really fun character to play and Sarah Jessica and I are really good friends on the show and she is just a delight to work with," Shannon said. "She is just the best."

"She came and met us for dinner and I was like, 'My God, it's like a real-life princess!' and then I was pregnant at the time and she was like, 'You can't walk home alone,' so she walked me home in sparkly shoes with her beautiful hair and she smelled beautiful and [I said to] my husband, 'Guess who brought me home from dinner? Sarah Jessica Parker!'" Shannon said. "I was so excited."

Shannon, whose been known for her quirky SNL characters, admits she can relate to one of her memorable characters.

"I'd say I'm most like Mary Katherine Gallagher," she said, adding that her kids dare her to impersonate the Catholic school girl.

As for "Divorce," which debuts Oct. 9 on HBO, Shannon said she's proud of the series.

"I'm lucky to be on it," she added.