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.
St. Vincent Delivers 'Groove Element' at Grammy Museum Show, Q&A
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.