"People do not have to get mad on my behalf, I'm fine," she explained. "It was, to me, harmless."
The rapper-singer performed songs from her upcoming fifth album during the April 12 episode.
Lizzo is going on the show to promote her upcoming album Love in Real Life.
The A Minecraft Movie star served as host on April 5.
The sketch comedy show took aim at the country star during both the cold open and Weekend Update.
The song appears on their collaborative album, Who Believes in Angels?
Wallen's early exit from Saturday Night Live has been turned into a shirt and hat design.
The country star appeared as the show's musical guest on March 29.
The songs will be featured on the country star's upcoming fourth studio album.
"You guys will have other ideas, right?" the actress asks nervously.