Pete Davidson Seen for the First Time Since Split with Ariana Grande

Pete Davidson looks like a man down on his luck since his split with Ariana Grande ... and you can't blame him.

Davidson arrived to his mom's house Wednesday with a hood over his head and phone in hand. It's the first time we've seen Pete since the breakup, and you can't do anything but feel sorry for the guy.

TMZ broke the story -- Ariana was seen for the first time Tuesday night since calling off their engagement -- she performed at a pre-taping for the NBC "Wicked" special. Davidson was set to headline a comedy gig at Temple University but has since pulled out.

Hard to tell from the pic ... but Pete's still got his Ariana tattoo on his hand.