Bill Hader Leaving 'SNL' -- WHO WILL REVIEW NYC'S HOTTEST CLUBS?

Sayonara Stefon ... Bill Hader has announced he's leaving "Saturday Night Live" ... and this weekend's episode will be his last.

"It was a hard decision, but it has to happen at some point,” Hader told the New York Times ... adding, "It got to a point where I said, ‘Maybe it’s just time to go.'"

Hader has been with the show for the past 8 seasons.

The move is a big loss for the show -- which already lost Andy Samberg and Kristen Wiig last season. Seth Meyers is also set to leave next year, when he takes over "Late Night."

As for Stefon ... we'll miss ya pal.