Don Cheadle mocks Donald Trump's alleged Russia links as he hosts Saturday Night Live for the first time

Don Cheadle poked fun at Donald Trump as he hosted Saturday Night Live for the first time.

The actor sported a T-shirt that said “Protect Trans Kids” as he introduced musical guest Gary Clark Jr.

And in closing the show, Cheadle wore a jersey with the former Soviet Union’s initials on the front, while the back bore the name “Trump” and the number 45 - a reference to his serving as 45th US president.

Mr Trump seemed less thas amused. tweeting that there “nothing funny” about the show, which also featured Alec Baldwin reprising his role as the US leader and mocking his national emergency declaration over the US-Mexico border.

"Question is, how do the Networks get away with these total Republican hit jobs without retribution," Mr Trump said. "Likewise for many other shows? Very unfair and should be looked into. This is the real Collusion!"

Cheadle earned an Oscar nomination for 2004's Hotel Rwanda. His other films include Traffic, Crash and several Avengers movies.

The president has routinely criticised Saturday Night Live for mocking him. He lambasted the show the morning after a Christmas-themed spoof focused on the state of his presidency.

At the time, Mr Trump referred to the show and its network as “democratic spin machines.”

He has also expressed his disapproval about Baldwin’s portrayal of him.

Additional reporting by AP