By SARAH POLONSKY

Fuhgetaboutit! That was the word when Saturday Night Live funnyman Jimmy Fallon tried to hit on Sopranos sweetheart Jamie-Lynn Sigler in New York City.

"Jamie gave Jimmy the polite 'thanks, but no thanks,'" an insider told The ENQUIRER. "She tried to let him down easy, but she was firm about it.

"She thinks he's a funny dude but she's not interested in dating him. Nothing against him, but he should never have tried — she's already trying on a new relationship."

A published report said that at the April 12 "Do Something BRICK Awards," at the Manhattan club Capitale, 24-year-old Jamie-Lynn, who is dating nightclub owner Scott Sartiano, "brushed off the funnyman's advances" after he tried to "cozy up" to her.

The insider said Jimmy, 31, asked Jamie-Lynn out after the two posed for a photo.

Said the insider: "Jamie-Lynn made it clear she wasn't interested. She's just trying to take it light and easy. She only has eyes for Scott."

Last September, Jamie-Lynn — who plays James Gandolfini's TV daughter Meadow on the HBO mob show — and her manager husband A.J. DiScala announced their separation after two years of marriage.

Fallon, who often jokes he's "the ultimate pessimist," has dated Hollywood producer Nancy Juvonen and Broadway star Idina Menzel, but "struck out big time" with Jamie- Lynn, laughed the insider.

But a pal of Fallon noted: "Jimmy was cordial to Jamie and didn't hit on her — he already has a girlfriend."