Jessica then played a confused woman at a Los Angeles Mexican restaurant who did not understand the dinner special with her friend.
As the skit goes on, Chastain's character grows more frustrated.
The actress shouted out the hundreds of thousands of people who took part in the Women's March. "So today hundreds of thousands of people were out there and they were so, so courageous - because it's flu season".
'I wish I could have been there marching alongside them'.
McKinnon adds, "Yeah. Yeah".
"Yeah, yeah I'm always wearing practical footwear", McKinnon quipped.
Chastain then declares: "Girls ... let's tell 'em what's up". "And thank you endlessly @nbcsnl for having me".
"Don't tie me down 'cause I'd never stay". "Does it even matter to, say, his evangelical base?"More news: Watford sack manager Marco Silva and blame 'unwarranted' rival approach for deterioration
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"You mean pussy hats?"
Chris Redd and Leslie Jones then starred in a violent video version of The Fresh Prince, in which Will was on the run from a gang he informed on.
The power ballad mostly served as an anthem for the women in the audience and on stage, but SNL still managed to sneak in a few digs as well.
"Yeah, we love women", Pete Davidson chimed in.
"Don't say it like that", Bennett warns.
Meanwhile, she said, Schumer told her, "Just make sure you play everything super-serious, like your life depends on it". "I think...", he says before being cut off.
Watch the clip to see the amusing sketch!