In "Weekend Update," Davidson popped up to talk about Clint Eastwood's The Mule and bring along former Saturday Night Live writer John Mulaney. It was also a setup to refer to his public crisis.
"I've been spending time with Pete to show him that you can have a life in comedy that is not insane. A sober, domestic life," Mulaney said.
"Yeah, and after observing John's life," Davidson responded. "I publicly threatened suicide."
Davidson's dark joke was a reference to the comedian's concerning Instagram post from December.
"I really don't want to be on this Earth anymore," he wrote. "I'm doing my best to stay here for you but I actually don't know how much longer I can last. [A]ll I've ever tried to do was help people."
The post came hours before 2018's final SNL episode, where Davidson only showed up in a pre-recorded sketch and to introduced the night's musical guests (Miley Cyrus and Mark Ronson). Davidson has performed a couple of stand-up gigs since then.