Pete introduced Miley Cyrus and Mark Ronson, and that was all she wrote. He never appeared before or after on the show.

Check out the vid ... Pete sounds down and troubled, which comes as no surprise ... after he posted a message earlier in the day sounding like he was seriously contemplating suicide. It was so serious, Ariana Grande came running to 30 Rock where Pete was rehearsing.

'SNL' production sources tell TMZ ... there's a reason Pete was hardly on the show ... he didn't show up for dress rehearsal, so he was cut out of some of the sketches.

We're told he stayed in his dressing room for most of the show, wearing pajamas. And, we're told, at one point during a commercial, Pete smiled and asked a cast member, "Can I just give you a hug?" We're told the cast member obliged.

After the show, Pete and Machine Gun Kelly were in the same SUV, dropping MGK off at his hotel. MGK said earlier in the day, "im in the plane now on the way to see Pete. gonna make sure he's good, i promise. can't have my boy in the darkness like that."