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Kristen Wiig, Jimmy Fallon

Andrew Lipovsky/NBC

Kristen Wiig has yet to sit down for an interview with Jimmy Fallon.

Technically she has appeared on Late Night and The Tonight Show, but never as herself. After impersonating NBA legend Michael Jordan in 2013, One Direction singer Harry Styles in 2014 and Game of Thrones character Khaleesi in 2015, Wiig decided to try out another character on the late-night circuit Thursday by dressing up as Denver Broncos quarterback Peyton Manning.

"Peyton Manning, I can't believe…first of all, I can't believe you're still wearing the uniform all week long," Fallon told his guest. "Thank you for doing this. I know this is last minute. You look good." The Zoolander 2 actress, who didn't seem to know much about Super Bowl 50, said she was "still so tired" from Sunday's game. "I tried really hard. I'm thinking I'm so far from the line. I'm far away from the line and I have to get it to the...I gotta do it, gotta get this ball to the guy."

Asked for the final score, she said "14-6...in my mind." Wiig didn't know which player was named MVP, either. "He didn't do anything wrong the whole game," she said. "I was like, 'I'm so proud of you. Just go out tonight. Just go out tonight! Don't worry about it. Just have a good time.'" Wiig also fibbed about other aspects of Manning's history, like where he went to school and what he studied. During a rapid-fire round, Fallon asked her to pick her favorite pre-game meal, favorite color, favorite hobby, favorite band, favorite clothing store and favorite yoga pose.

Fallon then asked her to look into the camera and address her fans directly. "Guys, I know I've had a really…It's been a tough season and I know some of you didn't think I would make it this far. I guess that wouldn't technically make you fans still. I just want to say thanks for hanging in, and all the letters, thank you," the actress said, adding, "There were a lot of letters."

Before the segment ended, Fallon asked Wiig to demonstrate why she's "arguably the best quarterback of all time" by throwing a golden football through a tiny hole. It didn't go too well.

Watch the videos below to see how Wiig's appearance stacks up to her prior ones with Fallon:

(E! and NBC are both members of the NBCUniversal family.)