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Jason Sudeikis, 37, confirmed last week that he's leaving "Saturday Night Live," but he's not planning any weekend parties with his free time just yet.

"I dont know if the first few [Saturdays] will be all that relaxing," he told ABC News Thursday night at the "We're the Millers" premiere, his latest movie. "There'll probably be a lot of longing. …"

Longing for his eight years on the show, which included satires of Mitt Romney, Joe Biden, even Jesus.

Jason Sudeikis Confirms He's Leaving 'SNL'

The loss of Sudeikis is a big hit to "Saturday Night Live" but not the only one. Sketch comedy vets Fred Armisen and Bill Hader are also leaving the cast.

Sudeikis may miss his Saturday nights on the show, but another day of the week might become more enjoyable.

"I look forward to Tuesday nights," he said. "The writing nights, being eventually filled with doing something less stressful than trying to come up with an idea."

Olivia Wilde on Her Wedding Plans With Jason Sudeikis

The "Horrible Bosses" star is also set to marry actress Olivia Wilde and joked that his new movie opposite Jennifer Aniston did not in any way prep him for the real thing.

"We met under different circumstances than trying to smuggle marijuana into the country," he said, referring to the movie's story line.