McKinnon again stepped into the shoes of embattled Attorney General Jeff Sessions, opening the show with a parody of the 1994 film Forrest Gump.
"My name's Jeff, Jeff Sessions," McKinnon told actress Leslie Jones while sitting on a bus bench. "I'm the attorney general of the whole United States."
McKinnon's Sessions eventually shared a bench with actress Octavia Spencer.
Reprising her role of Minny Jackson in the 2011 film The Help, Spencer handed Sessions a chocolate pie - which contained a very special ingredient - in the ultimate act of defiance.
As host of last night's SNL, Spencer mocked Trump, the epic Oscars stuff-up and people who keep mixing up her recent movie, Hidden Figures, with the film Fences, starring Viola Davis and Denzel Washington.
"There were three black movies at the Oscars this year - that's a lot for America," Spencer joked of the "Hidden Fences" mix-ups.
She joked that the solution was to produce a three-way mashup of the best picture nominees with prominent African-American roles: "Hidden Fences Light," which could be billed as "the story of three black women who send an introspective gay guy to build a fence on the moon."