Last night's SNL show aired as planned and Mr Davidson made a brief appearance

Police in the US have checked up on Saturday Night Live star Pete Davidson after he posted a disturbing message on Instagram.

The post has since been deleted, but it read:

“I’m doing my best to stay here for you but I actually don’t know how much longer I can last. All I’ve ever tried to do was help people. Just remember I told you so.”

He added a heart emoji.

A New York City police spokesman declined to say where officers met with the 25-year-old on Saturday.

Last night's SNL show aired as planned and Mr Davidson made a brief appearance – introducing a musical performance.

It is not the first time the comedian has opened up about his mental health. In the past, he has spoken about his experiences with borderline personality disorder.

Ariana Grande and Pete Davidson attending the 2018 MTV Video Music Awards, 20-08-2018. Image: PA/PA Wire

TMZ reports that his former fiancé Ariana Grande  her way to Manhattan’s 30 Rock building, where SNL is filmed, after the Instagram post raised fears for his safety.

The pair announced their engagement in June but broke up in October.