It's been rumored for months now, but
The 37-year-old comedian made the announcement while appearing on last night's "Late Night" with
Sudeikis, who worked as a writer for two years on the show before appearing on camera for eight, wants to start focusing on his film career. And his sex life with fiancé Olivia Wilde.
"It's not weird now," he admitted of leaving the NBC sketch comedy show, "but you start to get that itch in August when all these sketch ideas will show up and I'll be like, 'Can I make this sketch last 90 minutes and turn it into a movie?'"
Watch the official announcement below: