But when asked who she would most like to meet, there wasn't even a second's hesitation.
"Billie Eilish. It'll happen. It'll happen," she proclaimed, before launching into her already crafted version of the 17-year-old superstar.
"Billie? I can't wait to meet you, and talk about your Invisalign, haha!"
Luckily for Melissa, Billie was is indeed the very first musical guest announced for the upcoming 45th season of the immortal show when it returns on September 28, who she performs as Woody Harrelson hosts.
After that, "Fleabag" star Phoebe Waller-Bridge has been paired with Taylor Swift, and David Harbor is teamed with Camilla Cabello, while Kristen Stewart and returning legendary cast member Eddie Murphy await their musical guest.
There was also bad news regarding "SNL"'s return: Leslie Jones has moved on, to host the new "Supermarket Sweep" reboot.