Johannson embarked on a quest to stop Pete Davidson from using Thanos' Infinity Gauntlet to make cast members disappear. She was joined by "Weekend Update" anchors Michael Che and Colin Jost.
"Hey, don't worry: I'm safe," Jost assured her.
"Oh. Hey, what's up?" Johansson deadpanned. Jost was a little hurt that his fiancee wasn't more relieved to discover he's OK.
Later, Kenan Thompson arrived as Samuel L. Jackson's "Avengers" character, but Johansson struggled to recall his name.
"Nick Fury from S.H.I.E.L.D. Do you not watch the movies?" Jost chimed in.
Johansson, with the help of Thompson's Fury, convinced Davidson to return the "SNL" cast members to the show. (He had banished them to NBC's upcoming Peacock streaming service.)
"It's great to have you all back," Johansson said onstage, flanked by cast members, including Jost. "I just want to say that this place means so much to me. I have so many friends here, and I met the love of my life here.
"Merry Christmas," she said, giving Jost a kiss before wrapping up her monologue.
Original story: Scarlett Johansson and 'SNL' star Colin Jost are engaged!
The couple met through "SNL": Johansson has hosted six times since 2006; Jost joined the show as a writer in 2005 before becoming head writer and "Weekend Update" co-anchor.
Johansson's rep, Marcel Pariseau, confirmed to USA TODAY in May that the couple got engaged after two years together.
The couple went red carpet official in 2018, linking arms and posing for photographers at the premiere of "Avengers: Infinity War," in which Johansson starred as Black Widow.
It will be a third marriage for Johansson, 35, who was wed to "Deadpool" star Ryan Reynolds (2008 to 2011) and journalist Romain Dauriac (2014 to 2017), the father of her daughter, Rose Dorothy Dauriac, 5.
This is the first marriage for "Saturday Night Live" star Jost, 37.
Contributing: Kim Willis and The Associated Press.
Scarlett Johansson on 'Marriage Story': Why it's good to 'wallow for a little bit'
This article originally appeared on USA TODAY: 'SNL': Scarlett Johansson shares a sweet moment with fiance Colin Jost