Is There a New ‘SNL’ Episode Airing This Week? Here’s what you need to know about what’s happening this week with “Saturday Night Live” Phil Owen | June 3, 2021 @ 10:37 AM NBC The most recent new episode of “SNL,” which aired on May 22, was hosted by “The Queen’s Gambit” star Anya Taylor-Joy, with Lil Nas X as the musical guest. The episode’s cold open was less a sketch and more of a comedy routine from the cast, which spent the opening segment cracking jokes about how insane the past year had been with the pandemic making a major impact on just about everything.