Sanders hinted at the appearance during Saturday's Republican presidential debate in Manchester, New Hampshire. In a tweet, he shook his head, said the GOP debate was "not good enough," and encouraged viewers to watch "SNL" instead.

David and Sanders appeared together in a skit parodying the Titanic. David played an Irish immigrant trying to convince the ship's captain to save him instead of the women and children on board. As he tried to make his case Sanders broke in with a quip about the 1 percent.

"Hold on, hold on, wait a second," Sanders said as cheers erupted from the crowd. "I am so sick of the 1 percent getting this preferential treatment. Enough is enough, we need to unite and work together if we're all going to get through this."

"Who are you?" David asked.

"I am Bernie Sanderswinsky, but we're going to change it when we get to America so it's not quite so Jewish," Sanders said.

"Yeah, that'll trick them," David responded.

Sanders is the third presidential candidate to make an appearance on the NBC variety comedy show. In October, former Secretary of State Hillary Clinton appeared as a bartender named Val during a sketch with Kate McKinnon as Clinton. In November, business mogul Donald Trump hosted the show.