John Mulaney Says 'SNL' Joke Sparked Secret Service Probe

John Mulaney's "Saturday Night Live" joke about how Julius Caesar was killed drew the ire of some Donald Trump supporters, but even crazier ... he says it made him the target of a Secret Service investigation.

The comedian's 'SNL' monologue from February included the fact Caesar started leap year to correct the calendar, but then he joked the Roman general was such a "powerful maniac" that a bunch of senators stabbed him to death.

Mulaney then added ... it would be interesting if we brought that back now.

Though he made no mention of Trump, the joke was enough for right-wing sites to call him out for allegedly insinuating a violent act should be done to POTUS ... and Mulaney says the Secret Service contacted him about it.

Mulaney says the agent who questioned him was respectful and quickly determined his joke was harmless and he was not a threat ... but nevertheless, the comedian says he now has an official Secret Service file opened on him.