Davidson, of Saturday Night Live fame, left the Stress Factory Comedy Club in Bridgeport because the club's owner went on stage and joked about his exes Grande and British actress Kate Beckinsale, said the article.
Davidson reportedly requested the owner not take the stage and that when he did, the owner was sarcastic when asking the audience not to comment on the star's love life or the exes, the story said.
Davidson posted an apology to ticket holders on Instagram, said Page Six.
The Page Six article said Davidson stated he will perform a free show for those with tickets to Monday's show and "feels terrible" about what happened.
Some fans showed support for Davidson on social media.
The Stress Factory Comedy Club owner reportedly denied making jokes about the exes and said he was doing what he was asked to do, according to Page Six.
The owner is reported to be "heartbroken" over what happened, said the story.
Click here for the full Page Six story.
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