"The show was seven years of my life and a six-day workweek and you're constantly with your friends all day, all night," said Wigg, who ended the SNL run last spring.
"You sort of live and breathe the show," she said. "Then, when it's over, you kind of feel a little lost ... it was definitely an adjustment -- even just the hours and [no longer] being in New York."
Wiig has also starred in the blockbuster movie "Bridesmaids" and will soon be seen in "Anchorman: The Legend Continues."
Notable deaths of 2014 [PHOTOS]