While hosting "Saturday Night Live" in February 2020, Mulaney noted that Julius Caesar was stabbed by the Senate for being a maniac, and joked, "That would be an interesting thing if we brought that back now!", in reference to Donald Trump. This joke led to him being investigated by the United States Secret Service. He was later cleared. Mulaney comes from a political family on his mother's side. During an interview with "Esquire" magazine from September 12, 2019, Mulaney stated that he donated to the Bernie Sanders 2016 presidential campaign. On June 2, 2020, Mulaney was seen with his wife at a Black Lives Matter protest in Washington D.C.