The New Jersey governor talked politics in an interview on NBC's "Late Night with Jimmy Fallon" that aired early Wednesday morning.
The host asked the Republican whether he might run for the White House - a question that's been asked a lot in recent months as Christie has become a major attraction on the campaign trail across the country.
He said there's "no chance" he would in 2012 and said he's not interested in running for vice president, either.
Fallon asked him if Palin can do it.
Christie responded, to some audience chuckles: "Be vice president?"
Fallon clarified that he meant president.
Christie didn't exactly endorse her. "It's a crazy world," he said.
Christie, who is a regular on news talk shows but hadn't appeared on any comedic talk shows, was invited after he and Fallon exchanged barbs on Twitter.
It began when Fallon joked about Christie killing a plan to build a new rail tunnel connecting New York and New Jersey. Fallon said the only way people will get to the Garden State will remain "by accident."
When he repeated the line on the show, Christie gave him a hard stare, then deadpanned a joke of his own, evoking his state's gangster image: "You think it's funny, Jimmy? You know what we do to people like that in New Jersey, Jimmy?"