"I don't know," the Bridesmaids star replied when Baldwin asked whether she was planning to leave SNL. "Well, everyone has to leave.... You have to leave things that you love."
Wiig debuted on SNL in 2005 and her contract is up at the end of this season. She's well-known for playing the tiny-handed Dooneese Merrill, who's part of a sister act on the Lawrence Welk Show, sexy-gross Shanna and a host of other characters who make other people uncomfortable.
"I will say that when I do leave it's not because I'm sick of it and not because I see something better or anything like that," Wiig said. "It's just that it's time. When I do leave, it will be the hardest thing... You're there for a week and on Saturday night you're sad because you leave these people... This is my seventh year and that's my family. It's my heart. It's New York to me."
A rep for Wiig previously told TVGuide.com that there was no truth to the reports of Wiig leaving. "Those decisions won't be made until the season is over," the rep said.