Other "SNL" guests in May include include Coldplay and the Black Keys.

St. Vincent, who recently performed alongside the surviving members of Nirvana at the Rock and Roll Hall of Fame induction ceremony, will make her "Saturday Night Live" debut during the show's season finale on May 17, which will be hosted by comedian Andy Samberg.

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St. Vincent, whose real name is Annie Clark, will appear on "SNL" in support of her new self-titled album, which was released Feb. 21 on Loma Vista Recordings. The singer-guitarist recently wrapped a U.S. tour and is currently scheduled for a handful of overseas festival dates in May.

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A week earlier, on May 10, the Black Keys will perform for the third time on "SNL" -- this time to play songs from their new album, "Turn Blue," which will be released May 13 on Nonesuch Records. The show will be hosted by actress Charlize Theron.

On May 3, Coldplay will make its fifth appearance as musical guest on "SNL," with "The Amazing Spider-Man 2" star Andrew Garfield as host. The British band will release its sixth album, "Ghost Stories," May 19 on Parlophone/Atlantic Records. The group quietly unveiled the album's first single, “Magic,” in early March.