Nick Romano
March 03, 2017 AT 09:04 AM EST

According to former President George W. Bush, “the best humor is when you make fun of yourself.”

“Tell that to the president. He doesn’t think so,” the host of Jimmy Kimmel Live said to his guest Thursday night, laughing.

Bush’s latest TV interview on the press tour for his new book, Portraits of Courage: A Commander in Chief’s Tribute to America’s Warriors, found him recalling Will Ferrell’s impression of him on Saturday Night Live. “I had dinner with Lorne Michaels, the head of Saturday Night Live, and he said, ‘I put a great speech writer on you and he came up with strategery,'” Bush recalled of the made-up word Ferrell tossed out in a sketch.

RELATED: Saturday Night Live‘s 25 All-Time Best Characters

Bush continued: “I said, ‘Wait a minute, I said strategery.’ And he said, ‘No, you didn’t say strategery.’ I said, ‘I damn sure said strategery.’ He said, ‘We invented it.’ I said, ‘Well, let me ask you this: Did he come up with misunderestimate?'”

He said Ferrell’s impression never bothered him, but called the late Steve Bridges’ imitation at the White House Correspondents’ Dinner the best of the lot. “He was very, very funny,” Bush said.

Though he rarely mentioned President Donald Trump by name during this line of questioning, Kimmel asked Bush if he ever watched television while serving as president — one of Trump’s activities. “No, never really did … you got a lot to do, you’re busy,” he replied.

Bush explained there’s free time in a president’s day if room is made for it. “I exercised every day. So, I’d tell the schedulers, ‘I want an hour every day.’ But you have to set priorities and live by ’em, but not much free time,” he said.

Watch Bush in the clip at the top.

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