"But I did, though," the "Saturday Night Live" star laughed. "I feel like I won a contest. It's f-----g lit, Jimmy. It's so lit."
Clearly, Davidson wasn't quite prepared for the public and media scrutiny that comes with being in such a high-profile relationship. He'd gotten some attention when he disclosed his battles with mental illness, which he also talked about on "SNL," but this has been next level.
"Why do people care? It's weird," Davidson said. "The President is trying to pardon himself and he's f-----g a porn star. Shouldn't we care about that?
When Fallon marveled at his new bunny-ears tattoo, joking that he'd seen it on the news, Davidson shot back, "Yeah, I did too. Apparently, if I want to take a s--t, it's like a news story."
The attention has even translated to the streets, where Davidson said he's getting hat tips from impressed guys. "Some dude came up to me and he was like, 'Yo, man, you gave me hope,'" Davidson said. "I was like, I didn't know I was that ugly. Jesus!"
Technically, Davidson was there to promote his new Netflix movie "Set It Up," but he was far more interested in talking about the film "Good Time," starring Robert Pattinson, who just happened to be sitting next to him on the couch. "What, I'm going to promote a movie I was in for ten seconds? Which is great, by the way. It's amazing," he said. "You know. Whatever. Go see it.
"But he should have got an Oscar," Davidson added, pointing over to Pattinson. He even brought along a clip of Pattinson from the film. Note that "Good Time" came out a year ago and is already available on DVD/Bluray and streaming services.
Davidson even wore a t-shirt with a screenshot from Pattinson's film on it. The whole interview was wild and free-wheeling, with Fallon even chastising Davidson for his constant use of foul language.
"Hey man you asked me to be on here," Davidson countered. "I don't do these things very much. This is why." He then declared that this will probably be his first and last appearance on "The Tonight Show."
But it's not all bad. He's still got Ariana Grande. "I'm forever known as her plus one," Davidson joked with a smile to the audience.