Wall was asked if he'd like to be Canada's ambassador to the United States.
"I mean, I'd be lying if I didn't say that would be an interesting position to have ... I think I'd like to do that, CFL commissioner or voice-overs for Disney," he joked with reporters.
"Those are some things that would be neat to do."
The premier said he likes the history in Washington and has an interest in Abraham Lincoln and the Civil War.
Wall was first elected as an MLA in 1999 and became Saskatchewan Party leader in 2004. He led the party to its first election victory in 2007 and repeated the feat in 2011.
He announced last month that he wants to stick around for a third term.
The next provincial election was to take place in November 2015, but has been bumped back to April 2016 so that it doesn't overlap with a federal vote.
When asked if he would serve a full third term, Wall said: "I am applying for one job in the next little while and that's the same job I have. I'm going to ask for a contract extension."
Wall was in Washington talking up his province's work on carbon capture and storage.
He also made more pitches for approval of the Keystone XL pipeline and talked about the negative impact of a country-of-origin labelling law for meat that recently passed in the U.S.
Canada's current ambassador to the U.S. is former Manitoba premier Gary Doer, who was appointed in 2009.
"Gary Doer, by the way, is doing a great job," said Wall, who met with Doer while in Washington.
"Former NDP premier of Manitoba. An inspired choice by the prime minister. And Gary Doer is very well-respected on the Hill. He's very well-known by the leading decision makers there and he's done a great job on Keystone."
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