"They say quitting drugs is hard, and it's true. But what they don't tell you is how boring it is," Davidson, 23, told Weekend Update co-anchor Colin Jost. "Whoever said that there aren't enough hours in the day was a liar. There are so many hours it the day, 24 to be exact. Did you know that? Because I thought there were only six."
Davidson also revealed that he managed to reach sobriety through a rehab program, but had some advice for others looking for rehabs of their own: "Never pick the rehab you really wanted to go to while you're high."
"Because that's what I did. I just Googled rehab and clicked the first place that popped up. And what caught my eye about this one was their main attraction was horse therapy."
When asked what horse therapy even was, Davidson said he wasn't quite sure.
"I think it's when you, like, pet horses and you look at them and heal through their horsiness," he speculated. "You look 'em in the eye and go, 'You're trapped. I'm trapped. We'll get through this."
However, despite being attracted by the opportunity to heal with horses, he said he found out on the first day of the program that he's actually allergic to horses, but never knew it.
"That's how poor I was growing up -- I never even met a horse," Davidson joked. "I remember doing that allergy test, you know when they test you for [allergies to] dogs, cats and grass? And I remember the doctor specifically asked my, she was like, 'Should he be tested for horses?' And [my mom] literally said, 'Nah, he'll never see one.' And then she said, 'We're more of a Six Flags-type family.'"
Ultimately, Davidson says his best advice was to just avoid any rehab that offers horse therapy.
If you go, it'll cost you 40 grand… Just to] pet a horse," he said. "You could have sex with a person for like 50 bucks. I shoulda banged that horse!"
Recently, ET caught up with Davidson star and his girlfriend, Cazzie David – the daughter of comedy legend Larry David -- and the young SNL star credited his ladylove for helping him on his path to sobriety.
"I'm very lucky," he said. "She's very, very supportive." Check out the video below to hear more.