Jason Sudeikis has confirmed he is leaving 'Saturday Night Live'.

The 37-year-old actor, who is engaged to Olivia Wilde, has decided to quit the American comedy sketch show after 10 years to focus on his movie career.

Asked about his future on the NBC series, he told the 'Late Show With David Letterman': "I'm definitely done; I'm not coming back in the fall."

Speaking about his plans for the future, he joked he might not enjoy as much success on the big screen, saying: "Can I make this sketch last 90 minutes and turn it into a movie? Probably not."

Jason joined the show in 2003 as a writer and two years later began appearing on camera.

He originally planned to leave the series last year but decided to stay so he could play Republican presidential candidate Mitt Romney during the last U.S. election.

Jason recently said that losing his virginity was scarier than his first appearance on the show.

He said: "Sex was probably scarier. I wasn't as concerned that my parents were going to walk in in the middle of my first sketch. There are security guards there. That's a big part of it."

Jason and Olivia, who announced their engagement in January, reportedly plan to tie the knot in New York next spring.