Thompson, 33, and model Christina Evangeline are set to wed November 11, according to the report.
Before SNL, Thompson was a staple on Nickelodeon's All That and its spin-off Kenan & Kel alongside Kel Mitchell. The pair also starred in the film Good Burger.
This is around the time Thompson's SNL character Deandre Cole would bust in with a chorus of "What's up with that?". So, we'll just let him take it away: