By Emily Strohm
May 10, 2018 10:00 AM

Kenan Thompson is Saturday Night Live‘s longest running cast member with 15 seasons under his belt, and the comedian says he’s not planning on retiring anytime soon.

“I’m going to try to make that record as long as possible,” he says in this week’s issue of PEOPLE, on stands Friday. “There’s no reason for me to run out the door. I feel very lucky.”

After all, when Thompson, 39, first auditioned for the comedy sketch series well over a decade ago, he never dreamed he’d make the cut. “It was one of those things that you talked about but never actually thought would become a reality,” he says. “For a couple of years I sent in tapes, but they were like, ‘You look kind of young.’”

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It wasn’t until Tracy Morgan left the show in 2003 that Thompson finally got his chance to audition. “It was the most nervous experience of my life,” he says. “I had never done stand- up and I was up against all stand-ups. They were crushing it.”

Credit: Joao Canziani
  • For more on Kenan Thompson, pick up the latest issue of PEOPLE, on newsstands Friday

Of course, so did Thompson. Now the “senior captain” on the show, he’s played everyone from David Ortiz to Steve Harvey and Charles Barkley.

After working with countless celebrity hosts, Thompson says his secret for success is simple: “I enjoy anybody that I can have fun with.”