11/04/2014 11:50 am ET Updated Dec 06, 2017

Megyn Kelly On 'Saturday Night Live' Parody Of Herself: 'Pretty Good,' Except For The Hair

Seeing yourself parodied on "Saturday Night Live" is every bit as surreal as you'd expect.

At least, that's judging by Megyn Kelly's reaction after "SNL" actress Cecily Strong impersonated the Fox TV host in the show's opening segment last week.

Relative to the other characters in the sketch, pseudo-Kelly escaped relatively unscathed. The segment saved its sharpest barbs for New Jersey Gov. Chris Christie and Kaci Hickox, the nurse authorities attempted to quarantine after she returned from treating Ebola patients in Sierra Leone.

"Cecily Strong was pretty good!" Kelly said of the skit at the end of her own show on Fox Monday. "Although I think her voice needs to be a little deeper and something else on her should probably be a little smaller."

"My hair stylist says the hair was too big," she added, "but I liked her no-nonsense style and she was tough on both sides. [She] looks a little ragged; I think she had ... a rough night. I'm jealous she got that nurse, who really was a fabulous interview."

WATCH the SNL skit, above, and Kelly's reaction, below:

H/T Mediaite