The two shared a kiss Saturday night during a parody of Wonder Woman.
In the skit, McKinnon and fellow cast member Aidy Bryant play lesbians who travel to the homeland of Amazon princess Diana, Themyscira, which is populated only by women.
"I guess I'll cut to the chase; show of hands, who all here is a lez?" McKinnon asks. "Is it everyone or do we have a couple of allies?"
"OK, so it's Megan and Dre, who else?" Bryant says as she and McKinnon hold up their hands. "We got two. We would love to see that hand go up, Diana."
Wonder Woman says she's not attracted to women, but is willing to kiss either Bryant or McKinnon to see if romance blooms.
After laying a big one on McKinnon, Gadot's character says, "I'm sorry, I feel nothing."