Jamaican sprinter Usain Bolt also stopped by to fact-check Ryan's claim that he had competed in the Olympics, a dig at the GOP representative's exaggerated marathon time.
As no-nonsense debate moderator Martha Raddatz, Kate McKinnon scored the best one-liners.
"A reminder that your performance tonight is extremely unlikely to affect the outcome of the election, so just have fun with it," Raddatz begins the skit.
"Do I sound like Jim Lehrer? Do I look like Jim Lehrer? Then don't try and f*** me like I'm Jim Lehrer," she told the two candidates.
Here's the video: