Instead of offering a full-on heart-to-heart with audiences about mental health awareness, though, he decided to recruit his tour partner John Mulaney for a segment reviewing Clint Eastwood's newest movie The Mule.
"As you know, I've had a really crazy month and I want to talk about something that matters a lot," Davidson said to open.
"Okay, mental health?" Colin Jost asked in response.
"No, the new Clint Eastwood movie The Mule," Davidson said before introducing Mulaney.
Mulaney then revealed that he'd been "spending time with Pete to try and show him that you can have a life in comedy that is not insane, a sober domestic life." Davidson has evidently not lost any of his twisted wit in the process, though, because he responded to say, "Yeah, and after observing John's life, I publicly threatened suicide...I'm sorry, I know I shouldn't make that joke. But it is funny."
On a somewhat serious note, Mulaney did proceed to tell Davidson, "You are loved by many, and we are glad you are OK" before the two got back to business and dove headlong into their review of the bonkers nature of Eastwood's new crime thriller.
"You remember when Clint Eastwood berated an empty chair at the Republican National Convention?" Mulaney asked. "It's like if that was a movie."
In the course of the review, fans learn a few new nuggets, like Mulaney's allegation that Andy Garcia was once "rude" to him at a Lakers game (which Davidson remembers) and how astounded they are that Eastwood could eat ice cream and drive simultaneously at 90. But even though the two didn't broach the subject of Davidson's mental wellness any further, the real takeaway from the exchange is that the comedian is in good company right about now.
If you are having thoughts of suicide, call the National Suicide Prevention Lifeline at 1-800-273-8255 (TALK) or go to SpeakingOfSuicide.com/resources for a list of additional resources.