Bobby Moynihan is taking to new parenthood like a drunk uncle to bad jokes.
“I was much more terrified leading up to it, but it’s not as scary as I thought it would be,” says the actor and comedian, 40, who announced his daughter on the way in June with an adorable Wonder Woman-themed tribute.
Want all the latest pregnancy and birth announcements, plus celebrity mom blogs? Click here to get those and more in the PEOPLE Babies newsletter.
RELATED VIDEO: Bobby Moynihan and Wife Brynn Welcome Daughter
Alongside Vanessa Bayer — who was on the show for seven years — Moynihan left SNL in May after nine seasons, where he played a slew of recurring characters alongside his infamous Drunk Uncle, such as Scared Straight Kid, Mark Payne, movie buff Keith and astronaut Kirby.
When asked how the exhaustion of new parenthood compares to his time on the show, Moynihan jokes with a laugh, “It’s the same thing. Nine months of torture, and then 18 years of having anxiety about [everything].”
FROM PEN: How Today‘s Savannah Guthrie Copes With a Toddler, a Newborn AND 3 a.m. Wake-Up Calls!
Although the proud papa is ecstatic about his family expansion, he does admit he misses being on set with his former SNL castmates.
“I was a gigantic fan of the show before I was on it, so to be able to do it was amazing, but now going back to just watching as a fan, yeah — it feels like watching videos of a party you’re not at,” says Moynihan.
He adds, “Right now, the biggest problem is waking up on Monday mornings like, ‘Okay, I have an idea,’ and then I’m like, ‘I don’t need it anymore.’ “