Pete Davidson is detailing the heat behind his fiery message.

In a June 5 voicemail obtained by TMZ, the actor addressed PETA's Senior VP of Investigations Daphna Nachminovitch, telling her, in part, to "do her research," as well as dropping the F-bomb, after the exec criticized him to the outlet for buying a new puppy at a NYC store instead of adopting.

The Saturday Night Live alum also said he is "severely allergic to dogs" during the heated message, noting the new Cavapoo he shares with his mom Amy Davidson and sister Casey Davidson is nearly hypoallergenic.

After his voicemail surfaced, the comedian told TMZ that same day that he purchased the puppy shortly after the family's beloved dog Henry died in early May.

"I haven't seen my mom and sister cry like that in over 20 years," the 29-year-old explained. "I was trying to cheer up my family. I was already upset that the store had filmed me without my permission or acknowledgement."

And while he regrets the way his message came across, he stands by its intention.

"Then this organization (PETA) made a public example of us, making our grieving situation worse," Pete noted. "I am upset. It was a poor choice of words. I shouldn't have said what I said, but I am not sorry for standing up for myself and my family."