"Wanted to get @hillaryclinton a Christmas gift so I got a tattoo of my hero. Thanks for being such a badass and one of the strongest people in the universe," the comedian captioned an Instagram image of the tattoo, which shows Clinton smiling, and dressed in a jacket and pearls.
Clinton has appeared on SNL in the past and is frequently portrayed on the show by Davidson's co-star Kate McKinnon.
The former first lady and Secretary of State responded to Davidson's body art in the comments section of his post.
"Thanks," she wrote. "This makes it significantly less awkward that I've had a Pete Davidson tattoo for years. But seriously, I'm honored. Merry Christmas, my friend."