After the comedian announced the big news, people couldn't help but react, saying that he's committing "career suicide" by stepping away from the successful sketch comedy series.
One person wrote, "The Kardashian curse has begun," while another added, "Are we starting to see the Kardashian curse hit Pete? Hate to see his career get screwed over by a bad date."
A third person wrote, "The Kardashian Curse has moved from sports to SNL."
"The Kardashian curse is every male figure that comes and dates a Kardashian," she said. "Their life kind of just goes downhill after that."
Some examples include Tristan Thompson, who cheated on Khloé Kardashian multiple times, Kris Humphries, who was only married to Kim for 72 days, and Scott Disick, who has three kids with Kourtney Kardashian, has dealt with substance abuse issues over the years.
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Kim and Davidson started dating earlier this year, and they recently made their red carpet debut at the White House Correspondents' Dinner.
During the Saturday, May 21, episode of SNL, Davidson confirmed he was no longer going to be on the show.
"When I got the show I was 20 years old and I had no idea what I was doing," he wrote via Dave Sirus' Instagram page. "I still don’t but especially back then. I wasn’t really a sketch performer I was just a stand up."
"I got to share so much with this audience and literally grow up in front of your eyes," Davidson continued. "We were together through the good and the bad, the happiest and the darkest of times. I owe Lorne Michaels and everyone at SNL my life. Im so grateful and I wouldn’t be here without them. I appreciate you guys always having my back and sticking up for me even when that wasn’t the popular opinion."
"Thank you for always believing in me and sticking by my side even when it seemed comical," he concluded. "Thank you for teaching me life values, how to grow up and for giving me memories that will last a lifetime. SNL is my home. I’m so happy and sad about tonight’s show. For so many reasons I can’t explain."
The KKW Beauty founder also shared a collage of Davidson's SNL moments on social media.