John Mulaney Says He Was Investigated by the Secret Service After SNL Joke

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John Mulaney says one of his jokes landed him in the Secret Service hot seat earlier this year.

During a Tuesday appearance on Jimmy Kimmel Live!, the comedian, 38, said that the federal agency — tasked with protecting the nation's government officials and their families — opened up an investigation after he made a joke on Saturday Night Live in February.

"I did a joke that was not about Donald Trump," he told host Jimmy Kimmel. "The joke was about how it was a leap year and leap year had been started by Julius Caesar to correct the calendar and another thing that happened with Caesar was that he was stabbed to death by a bunch of senators 'cause he went crazy. And I said, 'That's an interesting thing that could happen.'"

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According to Mulaney, the joke didn't exactly land with the Secret Service, which he says then opened up an investigation. (A Secret Service spokeswoman tells PEOPLE that they do not comment on "protective operations," citing policy.)

"They investigated me. I guess they opened a file on me because of the joke," Mulaney said. "Am I stoked there's a file opened on me? Absolutely. Did I enjoy it in the moment? Not so much."

"But the person vetting me was very understanding that the joke had nothing to do with Donald Trump," Mulaney added. "It was an elliptical reference to him. I didn't say anything about him ... They were very nice in the interview. In terms of risk assessment, no one who's ever looked at me has thought I'd registered above a one."

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According to Mulaney, the agency then asked him if there was anything else they should know about, such as online rants or a manifesto about the president.

"I said, 'No, I have bad writing habits, I could never pound out a manifesto,'" he joked.

Ironically, after the agency apparently cleared him, Mulaney had to move to Washington, D.C., because his wife was working on a project for the Smithsonian.

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"I failed to realize that after telling the Secret Service that they had nothing else to worry about, that I had leased an apartment for one year in Washington D.C. and that that apartment was across the street from the Secret Service building," he said with a laugh. "So it had a planned vibe to it."

Mulaney also addressed the criticism he faced for a joke he made during an SNL monologue in October about the then-upcoming presidential election when he said "nothing much will change in the United States" no matter the winner.

"I should have said, 'I very much want one to win over the other and there will be improvements if one wins.' I deserve the backlash. I just forgot to do it," he said, clarifying that he is, in fact, a Democrat who voted for President-elect Joe Biden.