"As you could tell, I don't want to be here," Davidson told the crowd at Saturday's Judd & Pete For America benefit, according to People. com.
"There's a lot going on," he added. "Does anybody have any open rooms? Looking for a roommate?"
Davidson said on SNL three weeks ago that he had been living in Grande's luxurious New York apartment where his only responsibility is stocking the fridge.
He joked at the time that he wanted a pre-nuptial agreement.
"God forbid we split up and she takes half my sneakers," he said.