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The actor - who plays Jack Donaghy in hit NBC sitcom, which also stars Tina Fey - says the Emmy-winning show will not be returning after the sixth series in 2012.
PHOTOS: 30 Rock
He said: "I will tell you one thing. And that is our show next year is our last year of the show. Our contracts are expired in 2012, and Tina Fey is gonna have a big career directing films and writing. She's going to be the next Elaine May. She'll be great."
Last year, Baldwin, 53, revealed he will quit the show in 2012 after his contract expires as he would "rather do other things".
He said: "As much as I like acting, I know that I would love to have a different life, a private life. I think doing this now for a living has become really hard. It's really hard.
"I would rather go do other things and have whatever amount of time I have left in my life, have more of a normal life. I want to find out if it's possible. How close can I get."
