His father, Scott Matthew Davidson, died during the September 11, 2001, terrorist attacks as a firefighter. He sometimes makes light of the situation in his comedy routines, especially the roasts.
He is the first SNL cast member to be born in the 1990s.
His father was of mostly Ashkenazi Jewish heritage, with some German and Italian. His mother is of Irish descent. Pete was raised Catholic.
Named his comedy special "SMD" because it was his father's initials, but also because it has an obscene meaning.
In the short time that they've been together, he has gotten 4 tattoos dedicated to Ariana Grande: her initials, her bunny ear logo, an inside joke they have, and their favorite song.
Engaged to Ariana Grande from June 2, 2018 to October 14, 2018.