Together the two stars hit up a number of parties, including the NBCUniversal after party at the Waldorf Astoria Beverly Hills, and the InStyle/Warner Brothers event at The Oasis Courtyard at the Beverly Hilton.
They also made appearance sat the HBO after party at Circa 55 at the Beverly Hilton, and Netflix post-Golden Globes party at a Wilshire Boulevard venue in Los Angeles.
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The two friends also shot a short video clip that Kelly posted to his Instagram page, featuring him and Davidson lighting up a cigarette while stepping off an elevator.
"They regret the invite," a caption on the clip reads.
Davidson's night out comes after the Saturday Night Live star has come off a whirlwind relationship with Grande, whom he was originally set to marry. He also has suffered some headline-making mental health issues over the past month, but appears to be doing much better.
Recently, Davidson unveiled a new stand-up routine, in which he speaks candidly about Grande, and shares that he was blindsided by the release of her hit song "Thank U, Next," which is in-part about their time together.
“That s–t came out before I had to put on a f—ing duck hat and be like, ‘derrrp here’s the pizza!’ So all my friends were there. It was a sad day," he recalled, adding that the single was released right before an episode of Saturday Night Live went on in early November. “We didn’t know it was going to happen.”
“This won’t be easy, this is rough,” Davidson went on to say. “So I start playing it. And we’re all like, ‘Ehhh… it’s ok.’ We’re like ‘Okay, it’s not that bad for you. It’s bad, but it’s not that bad for you.'”
Grande isn't the only star with a place in Davidson's new stand-up routine, as he also take on disgraced stand-up comedian Louis C.K.
“I got a Harry Potter tattoo,” Davidson said. “Then the next day, Alan Rickman, the guy who played Snape died, and I was like, oh, what a weird coincidence.”
“Then I got a Willy Wonka tattoo. Next day, Gene Wilder dies," he continued, then dropping the C.K. punchline. "Now I’m like, alright, that’s a coincidence, that’s weird. So I’m thinking of getting a tattoo of Louis C.K., what do you guys think?”
“That joke used to be about Aziz Ansari, but Aziz has been nice to me recently,” Davidson joked later.