After being discovered while performing on "Late Night with Conan O'Brien", Mulaney was asked to audition for "Saturday Night Live" in August 2008, along with Kroll, Donald Glover, Ellie Kemper, T.J. Miller and Bobby Moynihan. Unusual for an SNL audition, Mulaney did not prepare any impressions, instead performing standup with "charactery bits in them". He went in with low expectations, although he thought it'd be a "cool story". Mulaney won a spot on the writing team, where he remained for four seasons. He also occasionally appeared on the show's "Weekend Update" segment. He and "SNL" actor Bill Hader co-created the recurring "SNL" character Stefon. Mulaney was nominated for the Primetime Emmy Award for Outstanding Writing for a Variety Series with the "SNL" writing staff from 2009 to 2012. Mulaney won a Primetime Emmy Award for Outstanding Original Music and Lyrics at the 63rd Primetime Emmy Awards with Justin Timberlake, Seth Meyers and Katreese Barnes. Mulaney returned to host "Saturday Night Live" four times: on April 14, 2018; March 2, 2019; February 29, 2020; and October 31, 2020, respectively, making him the fourth "SNL" writer (after Conan O'Brien, Louis C.K., and Larry David) to host "SNL" despite never having been a cast member.