Pete Davidson. Picture: Bang Showbiz

Pete Davidson feels "embarrassed" by his split from Ariana Grande because he'd been telling people "they would never break up".

The 24-year-old comedian ended his engagement with the 'No Tears Left to Cry' hitmaker last month after popping the question less than a month into their romance - which began in May this year - and sources now say he's been left red-faced after the split because he'd been telling people "they would never break up".

A source told 'Entertainment Tonight': "His friends think he is embarrassed by the breakup and that he has to overcompensate by making jokes about their relationship, because, days before they split, he was saying they would never break up."

Pete most recently joked about the whirlwind romance in a promotional clip for 'Saturday Night Live' which was released on Thursday (01.11.18), in which he appears alongside upcoming musical guest Maggie Rogers, to whom he introduces himself and then immediately asks if she wants to get married.

The funnyman also made light of his break-up during a comedy show, where he likened the pain of split to being "kicked in the d**k".

He said: "[I feel like] a good guy that just keeps getting kicked in the d**k.

"It was like in a magazine like, 'Was Pete Davidson stupid?' And 93 percent of it said yes.

"So my boy, he was like, 'Don't listen to that s**t man. They're literally f***ing haters.' And I'm like, yeah, f**k that. I'm not stupid.

"And the other day we were in my kitchen and he was like, 'Yo bro. Turns out you were stupid.'

"Does anybody have any open rooms? Looking for a roommate?" 

Meanwhile, it was recently claimed Pete had changed his phone number in order to avoid the 'God is a Woman' singer, 25, as he's "decided to focus on himself" instead of dwelling on the split.

A source said: "He decided to focus on himself. He's had the matching tattoo that he got with her changed. 

"This has been a difficult experience for Pete. He's always been an extremely private person and the Ariana Grande spotlight and social media were a lot of new pressure for him."