"I'm a good guy that just keeps getting kicked in the dick," he jokes during the show with Judd Apatow.
According to E! News, the "Saturday Night Live" star basically agreed with everyone who thought his decision to propose to Grande after just a few weeks of dating was "stupid."
"So, obviously you know I, we broke up or whatever but when me and her first got engaged we got tattoos. And it was like in a magazine like, 'Was Pete Davidson stupid?' And 93 percent of it said yes," Davidson told the audience at a benefit event in West Hollywood on Saturday Night. "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.'"
Davidson performed alongside Judd Apatow at the Largo at the Coronet for the charity event called Judd & Pete for America.
"I care more about America than your feelings, I do," Apatow joked after giving his friend props for showing up despite his personal turmoil. "I care more about America than Pete's feelings."
"I feel like I am America," Davidson said. "I'm a good guy that just keeps getting kicked in the dick. You're like, 'Ah, that f--king poor kid. Hope he doesn't kill himself.' That's America."
Before that, Davidson was very upfront with the audience: "Well, as you could tell, I don't want to be here. There's a lot going on. Does anybody have any open rooms? Looking for a roommate?"
He also joked about those tattoos he got in her honor. "Um, I've been covering a bunch of tattoos, that's fun," Davidson told the crowd. "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."
After the breakup, a source close to Grande told People, "It was way too much too soon. It's not shocking to anyone."