Jason Sudeikis has left ‘Saturday Night Live’

He wouldn't tell us when we asked just a few days ago.

So apparently Jason Sudeikis was waiting for a bigger audience to announce that he has left “Saturday Night Live," which begins its 39th season in September.

During an appearance on the “The Late Show” Wednesday, he confirmed the news to host David Letterman.

“I’m definitely done. Yeah, I'm gonna leave. Yeah, I’m not coming back next fall," he told Letterman as the audience groaned at the news.

"Now, do they know that?" Letterman joked. "Have you run this by someone?"

Sudeikis, who grew up in Overland Park, has been with the NBC show for 10 years, joining in 2003 as a writer and becoming a featured player in 2005. He portrayed Republican presidential candidate Mitt Romney on the show last year. He joins cast members Fred Armisen and Bill Hader in leaving after last season.

Head writer Seth Meyers, anchor of the show's "Weekend Update," will also leave the show after the end of the year to host NBC's new late-night talk show, "Late Night with Seth Meyers."

Sudeikis, 37, was just in Kansas City over the weekend with fiancee Olivia Wilde as he co-hosted the annual Big Slick fundraiser with funny hometown pals Paul Rudd and Rob Riggle.

When a Kansas City Star reporter asked him during a press conference at Children's Mercy about his future on "SNL," Sudeikis dodged the question. But he also didn't answer any questions about his upcoming wedding to Wilde, even though rumors have run, well, wild, about whether they'll get married here.