Chevy Chase has harbored some regrets about his exit from Saturday Night Live. "It was a mistake to leave SNL," Chase, 82, said in the Thursday, November 20, trailer for the upcoming CNN Films documentary I'm Chevy Chase and You're Not. Chase left SNL in late 1976 in the middle of the sketch comedy show's second season, becoming only the second original cast member to do so after George Coe left during season 1. The National Lampoon's Christmas Vacation star had become SNL's breakout star in its first season and won two Emmy Awards for his performance and writing during his brief time on the show. His SNL fame helped launch his career as a movie star in the '80s, with classic comedies like Fletch, Caddyshack, The Three Amigos and the National Lampoon's Vacation films. Chevy Chase Told 'Saturday Night' Movie Director He 'Should Be Embarrassed' However, it wasn't the promise of a new direction in his career that led him to leave SNL. Instead, it had to do with love. "I left because I was stricken with a girl from L.A. that I met, and in fact married, but for only a couple of years," Chase told Willie Geist on Morning Joe back in February, referring to his second wife, Jacqueline Carlin. Chase and Carlin, who died at age 78 in 2021, were engaged during his time on SNL. The comedian has stated that his then-fiancée was reluctant to move to New York, so he left the show and moved to Los Angeles to marry her. The pair eventually got divorced in 1980. Chase told Geist, 50, that his regrets over leaving SNL came on very quickly. "It was strange because I missed it right away. And I still miss it," he admitted. "I loved that show, I loved being with Lorne and the cast - quite a funny cast: Dan Aykroyd, John Belushi, Garrett Morris, Gilda [Radner], Laraine [Newman] and Jane [Curtain]. You know that was a great group of people. So I missed them too." Chase was replaced by Bill Murray in SNL season 2. Despite his exit from the series, he continued to make cameo appearances throughout the season and later returned to host SNL eight times between 1978 and 1997. Chase made headlines in 1978 when he fought with Murray, 75, in Belushi's dressing room while filming an episode of SNL. The two came to blows when the Ghostbusters star reportedly made a comment about Chase's struggling marriage to Carlin, which led Chase to criticize Murray's physical appearance. They later reconciled and starred together in Caddyshack in 1980. Chase had other controversial moments with SNL over the years, including reports of butting heads with other cast members and his highly publicized criticism of the show in 2018. Bill Murray Says He 'Wept 3 Times' During 'SNL' 50th Anniversary Special "I had to watch a little of it, and I just couldn't f***ing believe it," he told The Washington Post at the time. "That means a whole generation of s***heads laughs at the worst f***ing humor in the world. You know what I mean? How could you dare give that generation worse s*** than they already have in their lives? It just drives me nuts." Reports surfaced after Chevy's last hosting gig in 1997 that SNL creator Lorne Michaels "banned" him from the job due to shock over his behavior. However, Michaels shut down the rumors in the same interview with The Washington Post. "That's idiotic," he told the outlet. "None of it was particularly shocking to me or upsetting to me. It's just generational." I'm Chevy Chase and You're Not premieres on CNN on January 1, 2026, at 8 p.m. ET/PT.