A few weeks after the "SNL" star joined Kelly on a tour stop in Cleveland, the two friends enjoyed a Denver Nuggets game during Davidson's stop in the Mile High City to perform at Comedy Works.
The two sat courtside where they watched the hometown team take care of business against the Charlette Hornets, 123-110.
Davidson is a notorious New York Knicks fan but he still gave the Nuggets some love when he and MGK shot a short video for the team.
Last month, after Davidson scared his friends and fans with a social media post that led many to believe he was suicidal, the rapper rushed up to NYC to check on his pal.
A few weeks later, Pete Davidson went to Cleveland to watch Machine Gun Kelly perform. He sat on top of the stage and was spotted by several fans sitting on a platform for a few songs.