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."

The Bupkis actor added that he didn't know he could "adopt a specific hypoallergenic dog," adding that he was told the possibility "wasn't an option, and if it was, it was rare."

In response, PETA told TMZ, "If Pete had done his research, he would know that there's no such thing as a hypoallergenic dog, that at least a quarter of dogs in shelters are purebreds, and that Petfinder has listings for homeless dogs of every breed under the sun, including the one he purchased."

The criticism from PETA came after TMZ shared footage on June 1 of Davidson and girlfriend Chase Sui Wonders purchasing his new pooch at a pet store, which came just weeks after Henry's passing.

Back in May, Davidson shared a heartfelt tribute dedicated to their late pup, posted to social media by friend Dave Sirus.

"My mom, sister and I got Henry at the beginning of the pandemic and he saved our lives," the comedian wrote in a May 4 message. Not sure id even be around without him. He was the happiest and sweetest dog ever."

Though the Meet Cute star said that he was "far too scared" to watch his work with anyone, Henry always served as his one exception.

"He was truly the best," Davidson continued. "My mom, sister and I are broken and will miss him forever. We love you Henry. Thank you for making our lives fuller and reminding me what actually matters."

For the latest breaking news updates, click here to download the E! News App