Kristen Wiig showed off her Saturday Night Live improv skills on Monday night's episode of Late Night with Jimmy Fallon.

The 35-year-old SNL veteran made an appearance on the late night show dressed as NBA legend Michael Jordan with a bald cap and oversized Chicago Bulls jersey.

In the beginning of the segment Fallon said he was going to bring out Wiig but instead he would be interviewing "a special guest" who "just stopped by in the studio." Fallon introduced "Michael Jordan" as Wiig walked out, awkwardly dribbling a basketball before kicking it away.

"You look different in person," Fallon told Wiig, who quickly replied, "Taller?"

Wiig then said that "he" was in the building downstairs practicing basketball before visiting Fallon's show.

When Fallon tried to trick Wiig by telling her to give a shout out to Jordan's alma mater, she replied, "How's it going, guys?! College!"

Wiig also brought out a bottle of Jordan's cologne, which featured Michael Jordan's "signature" with a heart over the "i" in his first name.

Fallon again tried to trick Wiig by asking her to name six basketball players that Jordan played with.

"Larry Bird," she said, while laughing. Fallon affirmed that Jordan did in fact play with Bird.

"Don," she continued, saying they were on a first name basis. "The three Jimmys, Kobe Bryant!"

In the next segment, Fallon tried to convince Wiig to sing "the song" by Jordan. Wiig improvised a song about basketball before Fallon joined in and sang Get Lucky by Daft Punk.

Watch both clips here:

Wiig played a similarly unprepared character before on Saturday Night Live. She often did a Weekend Update segment with fellow cast member Fred Armisen in which the pair played a singing duo who improvised songs on the spot.

Wiig was on Fallon's late night show to promote her new movie, Girl Most Likely, which is out in theaters Friday, July 19

Tags: Kristen Wiig Michael Jordan Late Night With Jimmy Fallon