The actor confirmed to Extra that he will appear on the sketch show's May 13 and 20 episodes, the latter of which is the season finale.
"I'm going to do it then and hopefully go out with a bang," he said.
Baldwin has been saying since March that he probably won't do Trump on SNL for much longer, but in 2014 he said that he wasn't going to do any unpaid, non-acting parts of showbiz anymore, such as sitting for interviews with Extra, so don't be surprised if he's back next season.
The May 13 episode will be hosted by Melissa "Ol' Spicey" McCarthy with musical guest Haim. The season finale will be hosted by Dwayne "The Rock" Johnson with musical guest Katy Perry. The May 6 episode, for which Baldwin is not confirmed, will be hosted by Chris Pine with musical guest LCD Soundsystem.
Saturday Night Live airs Saturdays at 11:30/10:30c on NBC.