Covered up in a hoodie, the 24-year-old comedian looked crestfallen as he arrived at his mother's house in NY on Wednesday, three days after his break-up hit headlines.
Following their break-up, Ariana was quickly linked with funnyman Pete and the couple became engaged in July after just five months of dating.
Grande has cancelled several gigs she was scheduled to perform following recent events. Adam DeVine will replace him.
A source told ET: 'There were days she just wanted to run away from the world just to get some peace and quiet and peace of mind.
On Tuesday Ariana appeared in a pre-taped performance for NBC's Wicked tribute with a band-aid covering her "Pete" tattoo.More news: Polio-like illness causing paralysis in children reaches the Carolinas
A source told PEOPLE that the relationship was simply "too much, too soon". "The two still have love for each other but things are over romantically".
See her full post - which has since been deleted - and some pics from her Wicked taping (below)! The singer, 25, took to her Instagram Story on October 16 to let her followers in on how she's feeling. "Time to say bye bye again to the internet for just a lil bit. It's very sad and we're all tryin very hard to keep going. love u. and thank u for bein here always".
"Can't believe I nearly let my anxiety ruin this for me today!"
As fans know, Grande was hit hard by the traumatic overdose death of her ex, Mac Miller, on September 7. "Ariana is going through a very rough time right now and she has the absolute support of her family and friends", revealed the pal.