Story highlights "I'm doing my due dilligence," Joe Piscopo told CNN's Michael Smerconish

Piscopo said he currently self-identifies as an independent but was a former "life-long Democrat"

Washington (CNN) Former Saturday Night Live cast member Joe Piscopo said he is "seriously" thinking about a run for New Jersey governor on CNN's "Smerconish" Saturday morning.

"I'm doing my due dilligence," Piscopo told CNN's Michael Smerconish.

Although the comedian wouldn't give a definitive answer on his political plans, he said he was looking at everything.

"The people of New Jersey are ticked off and it's my home state that I have immense love for," Piscopo said.

Piscopo -- who said he currently self-identifies as an independent but was a former "life-long Democrat" -- said he had not decided what party he would run with should he run, but did give some indication when pressed by Smerconish.

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