However, when asked whether she would appear if asked, she said: "Yeah, yeah, why not? Why not? Yeah, it would be fun. I loved working with Walton, it was the best thing ever."
Wood later added of Goggins: "He's going to be incredible doing SNL, it's the perfect thing for him to do, he's gonna be hilarious, I'm so excited to see it."
Wood's praise of Goggins comes amid rumours of a "feud" between the pair, which has been widely reported and remarked upon, but not substantiated by either actor.
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It also comes after Wood criticised an SNL White Lotus sketch, in which her character was impersonated by Sarah Sherman wearing exaggerated prosthetic teeth, calling it "mean and unfunny".
Sherman later sent the White Lotus star a bouquet of flowers, which Wood described as "beautiful".
As well as starring in The White Lotus, Wood has also recently been seen in shows such as Daddy Issues and Toxic Town, and will soon be seen in BBC Three series Film Club.
Meanwhile, Goggins, apart from hosting SNL, is next expected to be seen in the second season of hit video game adaptation Fallout.
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The White Lotus will also be back for a fourth season at some point, but neither Wood nor Goggins are expected to return.
This is hardly a surprise given the show's anthology format, but is seemingly even more assured this time given their characters' tragic ends in the season 3 finale.
The White Lotus season 3 is available on Sky Atlantic and NOW.
Check out more of our Drama coverage or visit our TV Guide and Streaming Guide to find out what's on. For more from the biggest stars in TV, listen to The Radio Times Podcast.
