The rumors are true. Actor and comedian Jason Sudeikis finally confirmed to David Letterman that he is leaving the NBC sketch comedy show Saturday Night Live.

"A person can go on for as long as they want. I mean, Lorne [Michaels] has been kicking butt at it for 33 years out of 38, but for me, I'm definitely done," US Weekly reported Sudeikis told the talk show host on Wednesday July 24. "I'm gonna be leaving. I'm not coming back in the fall."

The actor was a cast member on SNL for eight years after being a writer behind-the-scenes for two years.

"It's been fantastic. It's been amazing," he told Letterman of his experiences on the popular show. "I'm very, very lucky."

Earlier this year fellow Saturday Night Live cast mates Fred Armisen and Bill Hader announced they'd be leaving the show as well.

Sudeikis, 37, currently stars in comedy We're the Millers, with co-star Jennifer Aniston and will once again play Kurt Buckman in Horrible Bosses 2, out next year.

The funny man told Letterman he's focusing more on his fiance, actress Oliva Wilde. Sudeikis gives Wilde credit for his recent weight loss.

"The truth is, I'm not getting up an hour earlier and walking on a treadmill," he told Elle magazine on July 17. "I have the greatest workout partner in the world. And you don't need a gym membership for that kind of workout."

The couple, who have been dating since November 2011, announced their engagement in January 2013, and plan wed next spring.