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The comedy showcase opened with Sessions, played by Kate McKinnon, getting ready to leave his office.
"This is Matthew Whitaker's office now, Jeff," said press secretary Sarah Sanders, played by Aidy Bryant.
"I don’t understand how Mr. Trump could replace me with Matt Whitaker," Sessions said. "He’s just a shady businessman with no experience who’s blindly loyal to Donald Trump. OK, hearing it out loud, that makes sense."
The diminutive figure — Trump mocked Sessions as "Mr. Magoo" — concluded that everything will turn out all right.
"I’m going to be fine," he said. "I’ve been saving acorns for the long winter."
Robert De Niro appeared for a cameo as Robert Mueller, the special counsel investigating Russia's influence on the 2016 presidential election.
"What did I do?" Sessions asks him, referring to his recusal in overseeing the investigation.
"More than you'll ever know," Mueller said.
The monologue belonged to guest host Liev Schreiber of the Showtime drama series “Ray Donovan." He celebrated high voter turnout for Tuesday's midterm election.
"We showed up because we care — we care about our children and we care about our country," Schreiber said.
A music video skit portrayed rappers, including musical guest Lil Wayne, as newfound supporters of the Time's Up movement. Hip-hop star and producer Future made an appearance and rapped that he'd steal a girlfriend "but only with her permission."
Lil Wayne said, "Respect the ladies, so I treat you like an equal."
On the "Weekend Update" news segment, co-host Michael Che praised Georgia gubernatorial candidate Stacey Abrams for a strong showing in her challenge of Secretary of State Brian Kemp, who had oversight of the election until his recent resignation.
"That would be like beating LeBron at home if he was also the ref," Che said.
But it was "SNL" repertory player Pete Davidson who stole the show again by returning to his Nov. 3 joke at the expense of Dan Crenshaw, the Texas Republican congressional candidate who recently won a seat in the U.S. House of Representatives.
The former U.S. Navy SEAL lost an eye while serving in Afghanistan when an improvised explosive device blew up. Last week Davidson displayed Crenshaw's picture — he wears an eye patch — and said he looks like a "hitman in a porno movie."
The comedian was widely criticized for the quip.
On Saturday, Davidson responded with an apology.
"The man is a war hero and deserves all the respect in the world," he said.
Then Crenshaw appeared and made fun of a photo of Davidson, who he said "looks like if the meth from 'Breaking Bad' was a person."
His phone rang, and the ringtone was Ariana Grande's "Breathin."
"You gonna answer that?" said Davidson, who just last week acknowledged his breakup with the pop star.
Crenshaw then got serious and praised veterans and first responders, including Davidson's father, a New York City firefighter who died in 9/11.
He encouraged Americans to "never forget the sacrifices made by veterans past and present."