John Mulaney said Tuesday that he was previously investigated by the Secret Service over a joke he made on "Saturday Night Live" that many interpreted as a threat against President TrumpDonald TrumpNoem touts South Dakota coronavirus response, knocks lockdowns in CPAC speech On The Trail: Cuomo and Newsom — a story of two embattled governors McCarthy: 'I would bet my house' GOP takes back lower chamber in 2022 MORE.

The comedian and two-time Emmy winner recounted the experience while appearing on "Jimmy KimmelJames (Jimmy) Christian KimmelJimmy Kimmel, Trevor Noah mock Ted Cruz's Cancun trip Katy Perry on inaugural performance: 'I was just singing because I was hopeful' Scorned and mistreated, Melania Trump deserved much better from the media MORE Live" this week.

"In February, I did a joke that was not about Donald Trump,” he said. “The joke was about how it was a leap year and the leap year was started by Julius Caesar to correct the calendar, and another thing that happened with Caesar was that he was stabbed to death by a bunch of senators because he went crazy. And I said that’s an interesting thing that can happen.”

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He explained that the Secret Service called to inform him that they'd opened an investigation into him over the comments.

Mulaney claimed that the agent who contacted him was understanding about the fact that the comedian didn't mean it as a dig against the president.

"In terms of risk assessment, no one who’s ever looked at me thought I registered above a 1," he said.

He added, "Am I stoked that there’s a file open on me? Absolutely. Did I enjoy it at the moment? Not so much."

After being cleared by Secret Service, Mulaney ended up relocating to D.C. for a year as his wife took a position with the Smithsonian in D.C.

"I failed to realize that after telling the Secret Service that they had nothing else to worry about, I had leased an apartment for one year in Washington, D.C.," he joked. "And that apartment was across the street from the Secret Service building. So, it had a planned vibe to it."