Ferrell developed his improvisation skills as a member of the comedy group, The Groundlings. During his time on SNL, Ferrell made a name for himself with impressions of game show host Alex Trebek, professional wrestler and governor Jesse Ventura, actor Charlton Heston, baseball player Mark McGwire, singer Robert Goulet (crooning a capella versions of songs by rappers Sisqo and Notorious B.I.G), U.S. Attorney General Janet Reno, and U.S. President George W. Bush.
His final performance as a regular on Saturday Night Live was May 18, 2002, when he decided to follow in the footsteps of fellow SNL alumni into a career of full-time movie acting.
Will's father, Lee Ferrell, was a keyboardist for the Righteous Brothers.