Pete Davidson abruptly left his own comedy show early this week following remarks made by a venue owner about his exes Ariana Grande and Kate Beckinsale.

Davidson, 25, was scheduled to perform on Monday evening at the Stress Factory Comedy Club in Bridgeport, Connecticut, but he abandoned the gig before he took the stage due to “disrespectful” comments made by the club owner, who referenced Beckinsale and Grande, a source tells PEOPLE.

“Pete asked him not to go out before him and he agreed, but then got up and did a seven-minute set that he ended with the sarcastic ‘don’t ask about Ariana or Kate,’ ” the source tells PEOPLE.

“Pete felt disrespected,” the source continues.

The comedian later defended his decision to leave the show before performing in a series of Instagram Stories, where he addressed his fans directly: “Hey guys in Connecticut, I’m sorry that we had to leave the show before I got to go on.”

“The owner, Vinnie Brand, disrespected me and did something that I told him not to do,” continued Davidson.

Pete Davidson

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Davidson stated that he “can’t perform under those circumstances,” but promised fans who purchased tickets that he would host an upcoming free show for them. “Sorry again. This is not your fault.”

In a video obtained by TMZ, Stress Factory Comedy Club owner Vinnie Brand said that “no way in the world would I ever disrespect any comedian.”

He continued, “and Pete Davidson, I didn’t disrespect you. Your security guy told me to say what I said. And if you got that security guy, you should have fired your g—— security guy.”

Brand also told Page Six, “I love and respect Pete. I’m heartbroken over what he did last night.”

Pete Davidson and Ariana Grande

RELATED: Kate Beckinsale and Pete Davidson Split After Nearly 4 Months Together: Sources

The incident came a day before multiple sources confirmed to PEOPLE on Tuesday that Davidson and Beckinsale, 45, had split.

“It was the long distance,” a source said. “They’re still friendly, but it just didn’t work out.”

A second source added, “They had been trying to make it work up until very recently, but it’s over now.”

Just last week, an insider told PEOPLE that Davidson and Beckinsale had “decided to slow things down.”

“Pete and Kate got super serious very fast but they’ve decided to slow things down a bit,” said the insider. “They’re still dating as of now.”

Davidson’s nearly four-month relationship with Beckinsale came months after his whirlwind relationship and engagement with Ariana Grande, 25, ended in late 2018.

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