The remark tickled the late-night host given that the “camp” was Stewart’s 2004 stint in Alderson Federal Prison related to a stock trade. Stewart explained that she was only allowed to be out of the house for eight hours a day. “And the parole officer said ‘No?’ ” Fallon asked.

At the beginning of the interview, Fallon mentioned all the SNL cast members that had impersonated Stewart over the years which included Janeane Garofalo, Nancy Walls Carell, Ana Gasteyer, Amy Poehler, Rachel Dratch, David Spade, Kristen Wiig, Kate McKinnon, and Chloe Fineman.

Martha Stewart has regrets. No, not necessarily about that whole insider-trading thing: In 2005, she had to turn down hosting "Saturday Night Live." Stewart said during "The Tonight Show Starring Jimmy Fallon" that she was asked by "SNL" creator Lorne Michaels to host an episode of the sketch series in 2005 after her release from prison.