The SNL star talked about the relationship during his first stage appearance since the famous pair parted ways.
Davidson took to the stage co-hosting the comedy show Judd & Pete for America, benefiting Swing Left at Largo at the Coronet in West Hollywood.
But despite his heartbreak at least he has not lost his sense of humor.
"Well, as you could tell, I don't want to be here. There's a lot going on," Davidson told the crowd.
"Does anybody have any open rooms? Looking for a roommate?"
According to sources Davidson is currently staying with family as he gets his life back on track following his break-up with 25-year-old Grande.
During his show he made light of the fact that he had covered a tattoo he had got of his famous girlfriend during their relationship.
“Um, I’ve been covering a bunch of tattoos, that’s fun,” he revealed.
“I'm f--king 0 for 2 in the tattoo department. Yeah, I'm afraid to get my mom tattooed on me, that's how bad it is.”
Ironically, Grande covered one of her tattoos with a band-aid when she made her first post-split appearance, while taping NBC's A Very Wicked Halloween.
“So, obviously you know I, we Ariana and I broke up or whatever but when me and her first got engaged we got tattoos,” he told the crowd.
"And it was like in a magazine like, 'Was Pete Davidson stupid?' And 93% of it said yes.
"So my boy, he was like, 'Don't listen to that s--t man. They're literally f--king haters.' And I'm like, yeah, f--k that. I'm not stupid.
And the other day we were in my kitchen and he was like, 'Yo bro. Turns out you were stupid.'"
Grande has come off social media in recent times while she was spotted-out with her mother in New York City over the weekend close to her $16 million apartment.
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