Trump was harshly criticized Friday on MSNBC by former Central Intelligence Agency director John Brennan, who expressed concerns about the president taking time to attack Baldwin while ignoring national security concerns, such as Russia's announcement of new nuclear weapons.
"We have to take a hard look at mental health, which I have so much of", Baldwin said.
Baldwin's SNL appearance came after Trump ripped the actor's impersonation on Twitter. "Bring back Darrell Hammond, funnier and a far greater talent!" he added.
The tweet, which appeared around 6 a.m., was actually Trump's second of the day about Baldwin. "Agony though it may be, I'd like to hang in there for the impeachment hearings, the resignation speech, the farewell helicopter ride to Mar-A-Lago".
What did you think of SNL's latest Trump-centric cold open?
"McMaster, are you staying, am I right?" "Rent 'Lego Ninjago Movie.' Sorry, Eric scribbled some notes on there, too".
And then it was on to gun control: "It's clear something has to change". 'I have one of the healthiest mentals. "But maybe we just take everyone's gun away".
When Baldwin, impersonating Trump, was asked if the president should be blasting the actor instead of running the country, he said: "I got this".
"I guess you could say that I am a living barometer of when Alec Baldwin is getting into trouble", Baldwin joked "I'm just used to it at this point".
He laments that he has to do "everything" because everyone is quitting on him - even Hope Hicks, who is like a daughter to him: "So smart, so hot". Kate McKinnon brings back her wonderful and deeply unsettling Jeff Sessions impression for the last little bit, and it's everything Trump-era SNL fans could hope for.