Megan pulled double duty on 'SNL' Saturday night as host and musical guest, but before the show went live she told her fans, "Hotties im really sorry but after SNL I really gotta take a break I'm so tired, physically and emotionally."

You can understand why she's kinda at the end of her rope. TMZ broke the story Friday ... while she was in NYC preparing for the show, her home was burglarized and $300k-$400k in jewelry, cash and electronics were stolen.

And then there's the 2020 incident where she was shot in the foot ... Tory Lanez is now facing trial for the shooting.

And in 2019, her mom, Holly Thomas died from a brain tumor.

During her song, "Anxiety" on 'SNL,' Megan was fighting back tears.