The comedic star was spotted on the streets of New York by CNN's Don Lemon as she pre-taped a segment for the weekend sketch show.
A video (below) Lemon posted on social media shows McCarthy's Spicer cruising down the street on a podium, with traffic.
The "Ghostbusters" star's Spicer impression has become one of the highlights of this "SNL" season, along with Alec Baldwin's Donald Trump. It appears McCarthy is taking things up a notch this weekend, though, on account of her hosting the popular NBC show.
A promo for Saturday's episode showed McCarthy transforming into the White House press secretary, teasing what could be the best Spicey parody yet.
"Saturday Night Live" airs live, coast to coast, at 11:30pm ET; 10:30pm Central; 9:30pm Mountain; and 8:30pm PT.