The pop star also performed a medley of "Feather" and "Nonsense" during her musical guest debut.
Gyllenhaal will host the May 18 episode, while Carpenter will appear as musical guest.
The actor will be hosting the May 18 episode of 'Saturday Night Live.'
The musical number opened the comedy show's Mother's Day episode on May 11.
Both songs appear on the rock band's "Only God Was Above Us" album.
"This wing is stomping my a--. Damn, my bones are hot," Rudolph’s Bey says in the sketch.
This weekend's episode will mark Vampire Weekend's fourth time as musical guest on Saturday Night Live.
Vampire Weekend will be the musical guest for the May 11 episode.
The pop star appeared as host and musical guest on May 4.
The pop star performed "Illusion" and "Happy For You" from her new album.