Chatting with co-anchors Michael Che and Colin Jost, Davidson, 25, told the comedians he wanted to talk about something very important to him. When they asked if it was about mental health, Davidson, who has been open about his struggles with borderline personality disorder, quipped, "No, the new Clint Eastwood movie, 'The Mule.' "
He brought out fellow comedian and former "SNL" writer John Mulaney to discuss the film and his quieter new life.
"I've been spending time with Pete to try to show him that you can have a life in comedy that is not insane — a sober, domestic life," Mulaney, 36, said.
"Yeah, and after observing John's life, I publicly threatened suicide," Davidson cracked. "I'm sorry, I know I shouldn't make that joke ... but it's funny!"
Mulaney responded, "Pete, look me in the eye: You are loved by many and we are glad that you are OK. Now, back to 'The Mule.' "
The duo began discussing the film, in which Eastwood plays a 90-year-old facing foreclosure who takes on one last job as a courier for a Mexican drug cartel.
"Clint Eastwood has two threesomes in this movie. Two! I don't think you guys understand," Davidson said. "I've had one, and I guess you've probably had none?"
"You are correct, sir," Mulaney replied. "But, according to 'The Mule,' I have a solid 54 years before that window closes."
Davidson alarmed fans, family and friends when he wrote on Instagram on Dec. 15, "I really don't want to be on this earth anymore. I'm doing my best to stay here for you but I actually don’t know how much longer i can last. all I've ever tried to do was help people. just remember I told you so."
"SNL" suits reportedly sent Davidson to get help after the troubling post.