"Some of you may know me because, well, I used to work here," Rudolph shared, "and some of you may know me by the name mommy because I gave birth to you. I have four incredible kids and they're all here tonight."
Amid cheers from the audience, Rudolph seemed to get a little misty eyed and said, "Don't make me cry."
"Just a heads-up to my kids, tonight mommy's going to put on a lot of wigs and do a lot of weird voices. So it's just going to be like a typical day at home," Rudolph explained. "I'll just be wearing a bra."
Rudolph, 48, is mom to four children -- daughters Pearl, 15, Lucille, 11, and Minnie, 7, and son Jackson, 9 -- whom she shares with longtime boyfriend Paul Thomas Anderson.
Rudolph said her kids "are real huge fans of the show and having them here in the place where I grew up is so special."
This got her thinking about how she would like to provide some guidance to the show's newest castmembers -- Andrew Dismukes, Punkie Johnson and Lauren Holt.
Welcoming them out to the stage, Rudolph reflected on her time as a castmember -- while at the same time getting her former co-stars mixed up with the characters from The Breakfast Club.
"Rachel Dratch. She was the princess. She was so perfect with her red hair and all her freckles," Rudolph remembered, confusing Dratch with Molly Ringwald. "Jimmy was the bad boy. Always strutting around in his Jean jacket and his fingerless leather gloves. He was 100 percent trouble, 100 percent hot stuff. And the jock, he was none other than Mr. Emilio Estevez."
Rudolph, who was a castmember for nine seasons from 2000 to 2007, is still very familiar with Studio 8H, having hosted twice before and serving as a guest star countless times in cameo appearances.
Recently, Rudolph has been appearing as Vice President Kamala Harris, typically in cold open sketches throughout the last two years of the presidential election cycle.
Check out the video below for more on her involvement with the show, and what it's been like playing portraying the vice president.
Saturday Night Live airs live coast-to-coast at 11:30 p.m. ET, 8:30 p.m. PT on NBC.