Davidson later deleted his Instagram account.
Davidson made headlines earlier this year for his whirlwind romance with singer Ariana Grande. The two began dating in May, announced their engagement in June and broke up in October, according to reports.
Davidson and Grande had each recently engaged with singer Kanye West on Twitter, from seemingly different sides. Earlier Saturday, West called out Grande on Twitter for what he believed was an inappropriate tweet regarding a feud between him and fellow singer, Drake.
“All of this foolishness weighed on my mental health so @ArianaGrande you know I got love for you but until you’re ready to really make sure everyone’s ok don’t use me or this moment to promote a song," West wrote.
Grande apologized hours later, though she said the comment in question wasn't referring to West.
Davidson, who has been open about his struggles with borderline personality disorder, tweeted in support of West.
What You Need to Know: Pete Davidson
“Bravo Kanye West for standing up for yourself and speaking out against mental health. I can’t explain to you enough how difficult and scary it is to be honest about stuff like this,” Davidson said.
By later Saturday afternoon, it appeared Davidson had deleted his Twitter account as well.
Perhaps to reassure fans, actor Jon Cryer tweeted that Davidson was "at SNL and accounted for."
Those struggling with suicide and suicidal thoughts can call the National Suicide Prevention Lifeline 24 hours a day at 800-273-8255 and get more information on the Lifeline at SuicidePreventionLifeline.org.