Elon Musk Blasts 'SNL' for Mocking Him, Says They're Mad Trump Won

Elon Musk's not laughing along with the "Saturday Night Live" cast ... calling them out for being sore losers after Dana Carvey impersonated him on the show last night.

Here's the deal ... during the 'SNL' cold open, cast members pledged their undying allegiance to Donald Trump -- claiming they'd always supported him, so there's no reason for him to retaliate against them.

At one point during the bit, Kenan Thompson jokes that -- worst-case scenario -- we can always just bail on our planet and go to Mars with Elon Musk ... which is when Dana runs out in dressed as the Tesla billionaire.

Carvey jumps around a lot, makes a joke about SpaceX rockets exploding ... and pulls out some wacky dance moves before leaving the stage.

Apparently, the part Elon found funny about this whole thing was how salty the performers seemed about this year's election ... laughing at how mad they are that Trump won a second term.

Of course, Elon's a huge supporter of the 45th -- and soon-to-be 47th -- POTUS ... regularly stumping for him on the campaign trail in the lead-up to the election.

While it's unclear what role Musk may have in the second Trump administration, the President-Elect has suggested he'll look into the efficiency of government bureaucracy ... with Donald recently referring to him as his "Secretary of Cost-Cutting."