The comedian joined Jerry Seinfeld, Jon Stewart, Bruce Springsteen and others at this year's Stand Up for Heroes event honoring veterans and raising money for the Bob Woodruff Foundation.

It was such a cool thing, so I don’t necessarily feel bad,” the comedian said about no longer playing the Minnesota governor on the show.

Jim Gaffigan ‘s time embodying Tim Walz on Saturday Night Live came to an end last week when Kamala Harris lost the election to Donald Trump. But the comedian confirmed that he was grateful to have been part of the late-night sketch show, playing Walz opposite Maya Rudolph’s take on Harris.