"Keep Calm-ala and carry on-ala," the Democratic vice president said in unison with the actor who plays her on the show, Maya Rudolph.
It was Harris' first time on the show, which has had other presidential candidates over its decades-long run.
Trump appeared during his first presidential bid in 2015, where he poked fun at his tendency to exaggerate and steer clear of policy specifics. He also appeared in 2004, long before he entered politics. A Trump aide said he didn't know if he had been invited to appear this year.
Kamala Harris appeared alongside Maya Rudolph who has been impersonating her during the campaign. (AP PHOTO)
Earlier on Saturday, Harris and Trump's planes shared the tarmac in Charlotte, North Carolina, as the two candidates held duelling events in the southern state, one of a handful that will determine the outcome of Tuesday's election.
It was the fourth day in a row that the candidates campaigned in the same state.
Only seven states are seen as truly competitive, but poll released on Saturday showed Harris holding a surprise lead in Iowa, a state Trump won easily in the last two elections.
Trump and Harris stuck to familiar themes at their appearances.
Trump said he would deport millions of immigrants if elected and warned that if Harris wins, "Every town in America would be turned into a squalid, dangerous refugee camp."
Campaigning in Atlanta, Harris said Trump would abuse his power if he returns to the White House.
"This is someone who is increasingly unstable, obsessed with revenge, consumed with grievance, and the man is out for unchecked power," she said.
More than 75 million Americans have already cast ballots, according to the Election Lab at the University of Florida, in a sign of voter enthusiasm.
In North Carolina, the western counties that were devastated by Hurricane Helene appeared to be voting at roughly the same rate as the rest of the state, according to Catawba College political science professor Michael Bitzer.
At a later rally in Salem, Virginia, Trump said he ran for office to rescue the economy from "obliteration" even though it would have been easier to relax at one of his oceanfront resorts.
Donald Trump says he's running for office to save the US economy. (AP PHOTO)
"I didn't need to be here today," he said.
"I could have been standing on that beach, my beautiful white skin getting nice and being smacked, being smacked in the face by a wave loaded up with salt water."
Trump was joined on stage by women from a local college swim team who have objected to competing against transgender athletes.
Some of Trump's TV ads have sought to capitalise on transgender controversies.
