The comedian, 25, worried friends and fans when he posted a concerning message on Instagram back in December (2018).
"I really don't want to be on this earth anymore. I'm doing my best to stay here for you but i actually don't know how much longer i can last," Pete wrote, before deleting his account.
On Saturday, he appeared on the "Weekend Update" segment on the comedy sketch show alongside fellow comedian - and former "SNL" writer - John Mulaney.
"I've been spending time with Pete to try to show him that you can have a life in comedy that is not insane," John shared, and said their recent developing friendship. "A sober, domestic life."
"Yeah, and after observing John's life, I publicly threatened suicide," Pete fired back before laughing. "I'm sorry, I know I shouldn't make that joke."
"Two and a Half Men" star Jon later confirmed that the comedian was safe and accounted for at the "Saturday Night Live" studios in New York.
In a series of since-deleted tweets, Ariana Grande, Pete's ex-fiancee, revealed she was downstairs at the Comcast Building - where "SNL" is filmed - if Pete needed her.
"I'm downstairs and I'm not going anywhere if you need anyone or anything. I know u have everyone u need and that's not me, but i'm here too (sic)," she wrote in a message aimed at the comedian on Twitter.