The skit satirized Brady's recent press conference to address the so-called Deflategate scandal, during which numerous footballs were allegedly underinflated for the Patriots' AFC Championship Game against the Indianapolis Colts.
The Patriots are to play the Seattle Seahawks at next week's Super Bowl.
Asked in the SNL sketch if he had anything to do with deflating the footballs, Killam-as-Brady replied emphatically: "Me? Absolutely not!"
"Honestly, I wasn't even aware that footballs could be inflated or deflated," he said. "Look, all I know is that a football is a pigskin, so I just assumed that the air in the football is how much air was inside the pig when it died."
"Tom, I think you are pretending to know a lot less than you actually do," a reporter pushes him.
"Whaaaaaaaat? Look guys, I'm just the quarterback," Killam's Brady insisted. "I'm not worried about the air pressure in the ball. That's nerd stuff. That's, obviously, above my pay grade."
Reminded by a journalist he earns $26.5 million a year, Brady replied: "Yeah. Is that a lot? Guys, I don't know things. I'm not a banker. I'm not a science computer."
Country music star Blake Shelton was the guest host and musical act on this weekend's edition of SNL.