The Oscar-winning actress, who has plenty of experience of live performance on the London stage, is also struggling to regain her lost voice following an exhausting promotional tour of Europe to promote new movie The Legend of Zorro.
Zeta-Jones, who is married to Michael Douglas, says, "You could imagine my terror when, two days ago, I woke up and (my voice was gone). I'm having a nervous breakdown about it anyway, but coupled with that, I was nearly certifiable.
"I started in 42ND STREET and I was in that show for over two years... You do it every night and so you're kind of nonchalant about it. You just get into a rhythm.
"But doing something like Saturday Night Live, I don't consider myself like a stand-up snappy comedienne. I've been having nightmares. I said to Michael, 'What was I on when I said I'd do this? I have no idea.'
"I can't wait for Sunday!"
The actress will host the show on Saturday (22OCT05).