Pete Davidson says he learned his dad died on Sept. 11 while watching TV

Pete Davidson says overcoming childhood trauma has been a journey.

On the Real Ones With Jon Bernthal podcast, the comedian, 29, talked about the ups and downs of navigating celebrity. He's learned not to correct internet narratives about himself, because he can't control them, and focus on things he can control — like surrounding himself with people who love him. Now that he's done that, he has a different, even more unexpected dilemma: He's happy — and he's not used to feeling like that after having "lived in discomfort for so long."

"It's weird being happy," the Saturday Night Live alum said. "I was at home the other day and I was talking to my girl," Chase Sui Wonders, "and my friends and I was like, 'I feel f***ing weird like something's wrong. They're like, 'What?' I said: 'Nothing's wrong.'" He said he started crying because in his life experience, when something's going well, he fears "something's going to be ripped out."

Davidson said he's been doing a lot of "trauma therapy" to work through those feelings, which stem from "PTSD [post-traumatic stress syndrome] from childhood" after his firefighter father, Scott Davidson, died on Sept. 11.

"The sentence that my therapist and I have agreed on is: My dad told me he was gonna pick me up from school on 9/11," he says, going back to that time when the Staten Island, NY, native was just 7. "I got picked up by my mom. She didn't tell me what was going on for like three days. She kept telling me: Dad's at work, coming home... I had no idea."

The King of Staten Island star went on to detail the horrible way in which he found out. He said his mom told him he was grounded and not allowed to watch TV. He knew he do anything wrong, so he thought it was OK to sneak some TV.

"One night, I turn on the TV — I just saw my dad on TV. They're like, 'These are all the firemen that are dead,'" he recalled hearing.

Davidson didn't know how to speak to his mother about it — or process it. Plus, for weeks after the terrorist attacks, there remained hope of finding more survivors in the rubble.

"We didn't know he was dead for, like, three weeks," he said. "They were finding people, they're pulling people out of s*** and there was just some sort of hope. It was just up and down and nobody knew how to deal with it."

He doesn't blame his mother, Amy Davidson, with whom he remains close as an on and off housemate, even amid his SNL and movie fame.

"My mom was f***ing, like, 30, [which] I'm about to be," he said. "I wouldn't know what the f*** to do. That's why, as I get older, I'm like, 'Man, my mom was awesome. She really loves me.' ... Nobody knew the right way to deal with it and, whether or not that's right or wrong, it still f**** the kid up or whatever."

Davidson, who has a younger sister Casey Davidson, said his PTSD mixed with BPD, or borderline personality disorder, has left him with a fear of abandonment.

"You know — Dad says, I'll come and pick you up. He doesn't, for life. I'm just, like... I don't believe anyone," he said. "And I'm trying to learn how to believe people. And Hollywood isn't exactly the greatest place to learn that skill, dude," he said with a laugh.

While the industry, which is notoriously harsh, "is the worst place for me to grow ... I love this sh**," he said of being a working actor and comic. "I'm gonna do my best I can and just keep doing that. But that's where it comes from and that's why I have a hard time trusting and believing people, and it's been an issue throughout my whole life."

He said he's been working so hard to reprogram his brain and shut out insecurities, admitting he had been self-harming from childhood up until a year ago.

"It's still pretty bad where everything's either all amazing ... or it's the worst thing in the world," he said of his mindset. "I had to learn that if one little thing isn't going the right way, that doesn't mean the whole ship sinks."

Davidson said it's been hard getting used to what people say about him, especially criticism. For instance, he's referenced his dad in his standup routine — and people have call it exploitative. He doesn't see it that way.

"People will be like, 'Oh, he's probably just talking about his dead dad all the time," he said. "It's like, yo, I made two jokes about my dad in a span of like 15 years. To act like I'm just this like: 'Feel bad for me. My dad..." That' just bulls*** and it makes me feel so small and s*****."

He added, " I'm just trying to share little jokes here and there about him because I like to keep that memory alive. My dad was a great dude. Why is that a f***ing problem? I get defensive. It's my family."

On a lighter note, he said he'll never get used to the public interest and criticism over his love life.

"I'm in my 20s and I've dated people, and for some reason, that is very crazy and interesting to people," he said. "I don't think that's that interesting. I've been in show business for half my life. Almost for 14, 15 years on a national TV show, and in 12 years I've dated, like, 10 people. I don't really think that's that crazy but to some people, it seems very interesting."

Davidson, whose exes including some very famous women including Kim Kardashian, Ariana Grande and Emily Ratajkowski, said his love life "became all anyone would talk about and it was confusing," he said, "because I'm not on Instagram. I'm not, like, on social media. I'm not flexing. These people that I've dated, I met them at work. I wasn't in anyone's DMs. No one was in mine. I worked at one of the five Hollywood epicenters where you meet people, and that's just who I was working with and who I was around, and that's how it happens."

Davidson has been linked to Wonders since late last year and she is part of the happiness he's experiencing in his life right now. The couple co-starred together in 2022 movie Bodies, Bodies, Bodies.

If your or someone you know is struggling with self-harm, call or text the National Alliance on Mental Illness hotline (NAMI) at 800-950-6264 or call or text 988.