Saturday Night Live aired its thirty-first season in the 2005-06 television season on NBC. The season began on October 1, 2005, and ended on May 20, 2006, with 19 episodes in all. The season was cut one episode short due to the 2006 Winter Olympic Games. A 30th anniversary special for the show was planned, but the plan was scrapped due to budget cuts.

Before the start of the season, featured player Rob Riggle was let go from the show. Finesse Mitchell and Kenan Thompson were both promoted to repertory status while Jason Sudeikis remained a featured player.

The show then added three new cast members to the show. They included: Los Angeles-based sketch comedian Bill Hader, Andy Samberg and Kristen Wiig of The Groundlings. Wiig debuted on the show in November, in the episode hosted by Jason Lee. Samberg, Schaffer and Taccone would be a notable force for creating SNL Digital Shorts. One such short was "Lazy Sunday"; after it aired during the Jack Black episode it became an Internet phenomenon.

Tina Fey and Maya Rudolph missed a few episodes in this season due to both of them being pregnant and on maternity leave. Fey's place on Weekend Update was briefly taken over by Horatio Sanz until her return in the episode hosted by Catherine Zeta-Jones, making Sanz the first Hispanic Weekend Update anchor. Fey returned to the show before her maternity leave time was up. Maya Rudolph, however, appeared on the first episode of the new season, and then went on maternity leave and returned in February, in the episode hosted by Steve Martin.