Even Trump himself is praising her performance.
"I thought she did a nice job,” Trump told Fox and Friends. He said that he'd watched the sketch and was impressed.
"She did the right thing. It's a special thing, it's a great honor, it’s like a feather in your cap,” he added.
But he gave thumbs down to SNL cast member Taran Killam's Trump impression.
The billionaire said: "I thought the hair was very bad. They have to do better with the hair. The hair was really off but it was funny."
On the SNL skit, Kate McKinnon played Hillary. In the past, she has been portrayed by Amy Poehler.
"I love the impersonations of me, first by Amy [Poehler], who's a great friend, now by Kate [McKinnon]," Hillary told Entertainment Tonight. "I'm just thrilled that [Lorne Michaels has] got these amazing women doing these impersonations, and I want to see how it goes."
Hillary is also getting attention for her singing on the comedy series. Appearing at an event in New Hampshire, Hillary told the Today show on Monday her singing surprised even her closest friends.
She admitted: “It wasn’t as bad as I feared. My friends from grade school texted me I can’t believe you sang. I was the kid on choir; the teacher said you can sit with your friends as long as you don’t sing.”