Tina Fey, appearing on "The Tonight Show" in Burbank, Calif., Friday, said she is leaving "Saturday Night Live" to concentrate on her new show, "30 Rock."

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Fey was the first woman to serve as "SNL's" head writer. She also appeared on air, co-anchoring the "Weekend Update."

A veteran of Chicago's "Second City" company, Fey was recruited to "SNL" in 1997 and became head writer in 2000. The show earned three Emmy nominations during her time as head writer -- winning in 2002.

"I'm not going to do 'Saturday Night Live' any more. I wish I could," Fey told "Tonight" host Jay Leno. "I wanted to stop doing 'Saturday Night Live' so I could spend more time with Star Jones. The new show's going to take a lot of time."

The new show, like "SNL" and "Tonight," is on NBC. It stars Tracy Morgan as a comedian starring in "Friday Night Bits" and features Fey, who developed the show, on both sides of the camera.