"But I did, though", Davidson replied.
NBC released a pre-air clip of the "Tonight Show" exchange between Davidson and Fallon.More news: New AirPods, Apple noise-cancelling headphones pegged for 2019
What's unknown is if the new couple are renting the pricey apartment or if they're buying it.
When asked what life was like now he was engaged to one of the biggest superstars in the game, Davidson said he suddenly found himself a hero to people on the streets.
"Now we shooting the shot like drive-by/ Why you had to make me go call up my side guy?"
While Ari and Pete have only technically been dating since last month, the couple have known each other ever since the singer appeared on SNL as a guest host back in 2016.More news: Heather Locklear Arrested for Battery on Police Officer, EMT
Pete's next words had to be censored on the show, as he said, 'It's fucking lit, Jimmy.
"Some dude comes up to me and says, 'Yo, man, you, like, gave me hope'".
Although Pete and Ariana had a very speedy engagement, he seemed to imply that they would have a long engagement when Jimmy suggested they get hitched on his show. "A ideal specimen", she captioned the moment.
Aside from confirming their engagement, Ariana Grande and Pete Davidson have also reportedly moved in together.More news: Maradona to Messi: 'I love you as always'
Davidson started his career as a stand-up comedian and joined popular satirical sketch show Saturday Night Live in 2014.