By Sandra Gonzalez

CNN

(CNN) -- Bobby Moynihan is beginning a new chapter for his career with CBS sitcom "Me, Myself and I," but letting go of the grind of "Saturday Night Live" has been harder than he thought.

"It doesn't feel like it's ended yet," he told reporters after a panel for his new series at the Television Critics Association press tour. "I often wake up on Monday mornings in a panic because I'm like, 'I need to pitch!'"

Moynihan left "SNL" at the end of last season after nine years on the sketch show.

The final year of his tenure there resulted in "SNL's" most-viewed season in 23 years, thanks largely to a presidential campaign and presidency that provided plenty of fodder for the long running series.

Moynihan called his final season the "hardest year" he had on the show but also "maybe deep down one of my favorites."

"I felt like I was on one show for eight years and another show for one year," Moynihan said. "It was a completely different machine last year."

During a normal season, "SNL" writers and performers get accustomed to "never sleeping and writing constantly all night long," he said. But "then all of a sudden Trump happens" and the cycle became even more intense.

"You'd come in on Friday and they'd be like, '[Trump] did something nuts. We have to redo everything.'" he said. "There were times where they were rewriting cold opens or brand new cold opens on Saturday morning....It was a whole new ballgame."

On "Me, Myself and I," Moynihan plays one of three lead actors, who all portray one character in different phases of his life.

Moynihan wasn't necessarily looking to leave "SNL," but was motivated to make the transition after reading the script for the project.

"The day you get 'SNL' you start worrying about your exit from 'SNL.' So that was always on my mind," he said.

Moynihan admitted that he is still struck by inspiration from time to time and in those moments, wishes he had his "SNL" outlet.

He referred to Monday's resignation of short-lived White House communications director Anthony Scaramucci as one example. (You go, 'One of the only things I do is Italian...Of course, now, it happens.'")

Moynihan looks back on his time with the show with gratitude.

"The biggest thing that I've noticed is that I put way too much pressure on myself," he said. "I wish I had enjoyed it a little bit more because I loved it so much and I still do."