McGee, a tattoo model and stripper, announced last month she was engaged in a long-term sexual relationship with James while he was married to actress Sandra Bullock. The disclosure was made shortly after Bullock won her first Oscar for her performance in "The Blind Side." Since then, several other women have come forward to allege they have had sex with James, a celebrity motorcycle mechanic and former reality television personality.
Bullock has made no public appearances since the announcement and is believed to have moved out of the marital home. The actress also has not commented on various salacious stories surrounding her marriage other than to say an online report that she made a sex tape with James is untrue.
Fey, appearing on last Saturday's "Saturday Night Live" Weekend Update segment, criticized McGee and James for their behavior.
However, McGee told TV's "Inside Edition" she wasn't offended by the jokes.
"Tina Fey is funny. She's doing her job -- to make people laugh," McGee said.
Reminded Fey said her body "looks like a dirt bag's binder from 7th grade metal shop," McGee insisted: "It's really pretty funny. People like to pick on my tattoos and stuff. And, that's fine."
Asked if she was insulted when Fey compared her to a whore, McGee admitted: "That is kind of hurtful because she doesn't know me. She doesn't know my side of the story. "