Yet despite all of the backlash, Wolf said she wouldn't change a thing.
"I wouldn't change a single word that I said," Wolf said in an interview with NPR that will air on Tuesday. "I'm very happy with what I said, and I'm glad I stuck to my guns."
"I knew what I was doing going in," she continued. "I wanted to do something different. I didn't want to cater to the room. I wanted to cater to the outside audience, and not betray my brand of comedy."
During her speech, Wolf fired off jokes at numerous people in the Trump administration, including the President himself who did not attend the event for the second year in a row.
Margaret Talev, president of the White House Correspondents' Association, published a letter the day after the event criticizing Wolf's performance.
"Last night's program was meant to offer a unifying message about our common commitment to a vigorous and free press while honoring civility, great reporting and scholarship winners, not to divide people," Talev wrote. "Unfortunately the entertainer's monologue was not in the spirit of that mission."
One of the cabinet members Wolf went at the hardest was White House press secretary Sarah Huckabee Sanders.
"Every time Sarah steps up to the podium, I get excited because I'm not sure what we're going to get: a press briefing, a bunch of lies or divided into softball teams," Wolf joked.
Sanders' father, Arkansas Governor Mike Huckabee, told The Hollywood Reporter she had already "moved on."
"[Sanders] didn't go home and cry her eyes out or anything like that. It's just not who she is," Huckabee said.
But one person who was still talking about the event after the fact was Trump, who tweeted out a lengthy rant criticizing the event on Sunday.
"The White House Correspondents' Dinner was a failure last year, but this year was an embarrassment to everyone associated with it," Trump wrote. "The filthy "comedian" totally bombed (couldn't even deliver her lines-much like the Seth Meyers weak performance). Put Dinner to rest, or start over!"
After starting her career working at Bear Stearns and JPMorgan Chase, Wolf made her late-night comedy debut in July 2014 on Late Night with Seth Meyers. She was most-recently a writer and on-screen performer on The Daily Show.