The late night show added to its buzz when it cast McCarthy as an angry Spicer lashing out during a press briefing.
O'Donnell's new profile photo appears to be a digitally altered picture of Bannon featuring her face replacing his. Alec Baldwin has transformed into Trump to the delight of "SNL", but to the dismay of the man he amazingly portrays.
But the former TV host isn't the only celeb hoping to take a crack at playing Trump's administration on the sketch series!
Politico is reporting that seeing Sean Spicer depicted by a thunderous Melissa McCarthy bothered the president so much, particularly because he "doesn't like his people to look weak".
When another Twitter user named Bannon, O'Donnell tweeted that she was "available".
She said in a post on Monday that he would readily take up the role on "SNL" - "if called".
Melissa's impression "did not go over well internally" at the White House, the report said.
"Another thing I find that's so weird about the stuff we're doing, we're just repeating back what he says...", the actor continued.
Rosie has heightened rumours after changing her Twitter pic to something quite extraordinary.
She has once again taken aim at President-elect Donald Trump last month, calling him "mentally unstable".
Spicer told Extra he found the bit "really amusing", but a source close to Mr. Prez said he was not as amused. O'Donnell responded positively.