Politics | Sarah Palin Palin on Fey's Parody: 'I Thought It Was Me' McCain campaign worried 'SNL' visit could be 'atrocious' By Nick McMaster Posted Nov 16, 2009 2:35 PM CST Copied Talk-show host Oprah Winfrey, second from right, with Sarah Palin and her daughters, Willow, right, and Piper, left, during the taping of "The Oprah Winfrey Show" in Chicago. (AP Photo/Harpo Productions, Inc., George Burns) Sarah Palin appeared on Saturday Night Live to "neutralize" the effect of Tina Fey’s scathing impression, the former Alaska governor tells Oprah Winfrey. The campaign was “apprehensive” about having her appear on the show, thinking such an appearance could be "potentially atrocious." But Palin pushed ahead: “I thought it would be fun,” she said. “I wanted to participate because I wanted to kinda neutralize some of the parody.” When she first saw Fey's Palin get-up, "I thought it was me," Palin said on today's eagerly awaited episode of Winfrey's show. She also stuck by her story that she wasn't listening to Fey's impression—though she admitted she was "glad I had the volume down." Read These Next North Carolina shooting suspect once walked the red carpet. The gunman who killed 4 at a Michigan church was an ex-marine. 'We heard a big bang,' says churchgoer in Michigan Skydivers leap from plane 2 minutes before fatal crash. Report an error