Pete Davidson still can't believe his luck.

On Saturday (September 29), the 24-year-old comedian made a special appearance on SNL's Weekend Update segment to dish all about his engagement with Ariana Grande, which has been both a living fantasy and a curse, according to the star.

“I got engaged, and no one could believe it. I can’t believe it,” the funnyman told co-anchor Colin Jost of the memory. “Yeah, I get it. She’s the number one pop star in the world, and I’m that guy from SNL that everyone thinks is in desperate need of more blood.”

It's been three months since the pop star accepted Davidson's proposal to be his wifenearly one day after they met, no less! — but the comic says he's received a ton of harassment and that not everyone has been as supportive of his commitment with the "God is a Woman" songbird.

“I hate it, it’s awful. I’m so scared," Davidson said of the post-engagement attention he's received, adding, "Yo, I got death threats. It’s Malcolm X, Martin Luther King, and Pete Davidson, are all people who have gotten death threats."

"And I assumed that I would find out about it like they do in movies, the government’s in your living room with headsets, and there’s detectives in suits, and they’re like ‘Sir we have a situation,’" he continued. "That’s not how I found out. I was leaving my building and my doorman said, ‘Yo man, somebody’s trying to kill you.’”

Check out the hilarious interview, below: