The infamous Delvey – real name Anna Sorokin – is the subject of Netflix’s miniseries Inventing Anna, about a journalist who investigates the case of the Russian fraudster who conned the New York elite.
In March, Fineman went viral for her impression of the convicted con artist performed during SNL’s latest season.
While being detained by US Immigration and Customs enforcement, Delvey saw the comedy sketch and is now selling artwork based on it.
Speaking on a recent appearance on The View, Fineman revealed that Delvey had reached out to her on Instagram and actually sold her one of the sketches, which she still hasn’t received.
“She, on Instagram, made a sketch in ICE. She’s in holding. She’s creative,” Fineman explained.
“I was on the plane, I had, like, plane wifi coming back from Miami, and I see this and my friend’s like, ‘You have to buy it, $250 (£205).’ But I was like, ‘OK, I’ll get it as a gift.’”
The comedian continued: “I guess I had posted about it and then I was DM’ing with Anna Delvey. And she was like, ‘I can give you one for free, what’s your address?’ She knows my apartment number.”
However, Fineman claimed that “it hasn’t arrived yet,” even after she had sent money to Delvey through PayPal.
The Independent has reached out to Delvey’s representatives for comment.
Delvey made her return to the New York art scene on 19 May with her first solo art exhibition, “Allegedly”, at the Public Hotel.
The art show featured a collection of 20 pieces created by Delvey herself while in ICE detention.
Inventing Anna is available to stream on Netflix.