Actor and comedian Bill Murray opened up on Friday about his experience playing former White House chief strategist Stephen Bannon on "Saturday Night Live" last month. 

Asked on CNBC's "Squawk Box" about how he came to play President TrumpDonald John TrumpMichelle Obama says not always easy to live up to "we go high" Georgia certifies elections results in bitterly fought governor's race Trump defends border deployment amid fresh scrutiny MORE's former top aide on the NBC sketch comedy, Murray's answer was initially short.

"The people spoke," he said before launching into a more detailed account of his experience.

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"My friend called me up and said, 'Would you like to be Steve BannonStephen (Steve) Kevin BannonJudd Gregg: With the midterms over, opportunity knocks Bannon, ex-Trump officials talked Roger Stone, WikiLeaks with Mueller: report The Memo: Trump remark sparks debate over nationalism MORE?' I said, 'Who wouldn’t? Sure, OK, I’m going that way anyway,' " Murray recalled. "And they had a really good wig."

Bannon departed the White House in August and returned to his previous job as the executive chair of Breitbart News.

But he was pushed out of that role in January after he was quoted in a book, "Fire and Fury" by New York media writer Michael Wolff, speaking critically of Trump and his family.

Murray, an alum of "SNL," also reflected on the show's production 40 years after he left its cast. Lorne Michaels, the show's creator and longtime producer, Murray said, has "learned something" since his early days running the show.

"It’s pretty amazing how it runs now," Murray said.