Everything goes wrong for the Prime Minister in the TV sketch, with children giving her the thumbs down as they pass her in the street.
She gets a kiss on the lips from Winston Churchill, played by Game Of Thrones star Kit Harington, just before the finale.
In one scene, Mrs May, played by Kate McKinnon, sits down to eat fish and chips in a park but a bird overhead defecates on her food.
In others, the Prime Minister is splashed with muddy water from a puddle by a passing taxi and is seen dancing in a body suit.
And when she types “Theresa May Fans” into Google, she gets “0 results”.
After sharing a passionate kiss with cigar-smoking Churchill, she walks into Parliament, where Jeremy Corbyn informs her to raucous applause that she has “solved Brexit”.
But she wakes up to discover that his words were just a dream.
Harington was joined by several Game Of Thrones co-stars as he hosted Saturday Night Live ahead of the premiere of the show’s final season.