Photo: BANG Showbiz. All rights reserved.

Pete Davidson is "not sorry" for unleashing a foul-mouthed rant at a PETA executive over his new puppy.

The 'Saturday Night Live' star left an angry voicemail for Daphna Nachminovitch, who is PETA's senior VP of cruelty investigations, after the animal rights organisation criticised him for picking up a puppy from a pet store instead of adopting from a shelter - insisting he had to purchase a specific breed because of his allergies and telling her: "F*** you and suck my d***."

Pete was filmed picking up a new dog from a pet store in New York City alongside his girlfriend Chase Sui Wonders, and after criticism from PETA, he told Nachminovitch in a voicemail: "Hi my name is Pete Davidson, this message is for Daphna.

"Thank you so much for making comments publicly that I didn't adopt a dog. I just want to let you know I am severely allergic to dogs so I have to get a specific breed. I am only not allergic to cavapoos and those type of dogs.

"'My mom's f****** dog who was two years old died a week prior and we're all so sad so I had to get a specific dog. So why don’t you do your research before you f****** create news stories for people because you’re boring ... F*** and suck my d****."

Pete has now admitted it was a poor choice of words, but he's not sorry for hitting back as he was buying a new cavapoo - a cross between a Cavalier King Charles Spaniel and a poodle - for his family just weeks after their beloved pooch Henry. He told TMZ.com: "I haven’t seen my mom and sister cry like that in over 20 years. I was trying to cheer up my family. I was already upset that the store had filmed me without my permission or acknowledgement. Then this organisation (PETA) made a public example of us, making our grieving situation worse. 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."

He added that he wasn't aware he could "adopt a specific hypoallergenic dog" and insisted he was told "it wasn't an option, and if it was, it was rare."

PETA has since responded in a statement to PEOPLE which reads: "Our hearts go out to Pete and the rest of the Davidson family for the loss of their beloved dog, but there's no excuse for promoting the puppy mill industry by buying a dog from a pet store when millions of wonderful dogs await loving homes in animal shelters.

"Anyone set on finding a dog of a specific breed can go to shelters, where an estimated 25 per cent of dogs are 'purebreds,' check with adoption groups, or search Petfinder online ...

"We know Pete cares about animals and was trying to do a nice thing for his family, but he has millions of impressionable fans, and his choices matter—so the next time he's ready to welcome an animal into the family, we hope he makes the compassionate choice to adopt, not buy."