Photos shared by TMZ show the Saturday Night Live star wearing a sweatshirt with the hood pulled over his head and a phone in his hand.
A source told E! News that Davidson is "staying with family in New York right now," though the current status of the $16 million Manhattan apartment he shared with Grande is unclear.
As for Davidson's personal state after the split, the source said the comedian is doing okay.
"Pete's doing fine," the insider said. "He has a strong support system of family and friends around him that are keeping him laughing."
"While Pete's focusing on himself, he always wishes the best for Ari," the source added.
After a string of missed appearances, Grande made her return to the public eye this week when she taped NBC's upcoming A Very Wicked Halloween special.
The 25-year-old star donned green lipstick and eyeshadow for the event as well as a green dress and matching necklace. She posted several photos on Instagram from the day, including one with one of the musical's original stars, Idina Menzel.
"if y’all told me ab any of this fifteen years ago ........................... bye," Grande wrote.
The E! source said that Davidson was "happy" Grande performed in special, noting, "That was always a dream of hers."
After taping the special, Grande announced that she would be taking a break from social media, sharing the news on her Instagram Story.
“Ok today was v special and i’m so grateful i was able to be there,” her post read.
“Time to say bye bye again to the internet for just a lil bit,” she continued. “It’s hard not to bump news n stuff that I’m not trying to see rn. It’s very sad and we’re all tryin very hard to keep going. love u. and thank u for bein here always.”
Prior to filming the special, Grande had opened up on her Instagram Story about her anxiety.0comments
“Can’t believe I almost let my anxiety ruin this for me today!” the singer captioned a photo of herself. “Not today Satan! Not tomorrow or the next day either not no more u can suck my big green d— finna sing my heart out and be a big walking vessel of love bye.”
Photo Credit: Getty / Theo Wargo