Colin Jost should feel “shame” for making less money than his wife, Scarlett Johansson — or so says “Lord Gaga,” the fictional SNL husband of Lady Gaga.

The character (played by SNL cast member Mikey Day) joined Jost on Saturday, March 8, for Weekend Update. After he assured a surprised Jost that there was a Lord Gaga, Day added, “How do you think she became a lady? She married a lord. That’s how she became Gaga, whereas I was simply ‘Born This Way.’”

Day’s Lord Gaga then told Jost he is bemused by Lady Gaga’s career, especially since he sees music as a hobby. He added that he didn’t think Lady Gaga could make more money than he does in textiles.

“Can you imagine, Colin, a man whose wife makes more money than he?” Lord Gaga asked, pretending to be aghast. “Can you imagine? Oh, the shame he would feel!”

Jost then turned toward the camera and made it clear he was in on the joke. “Imagine, Colin, if I were sitting here on television behind this desk, staring at that camera, the world staring back at me knowing that my wife’s income dwarfs my own! I would die,” Lord Gaga continued. “Oh, I would die! What a living nightmare! What a nightmare!”