Kaia Gerber And Pete Davidson Hook Up After 'SNL'

Pete Davidson and Kaia Gerber sure seem like a couple ... of course they're a couple, and if there was any doubt, check out the photos.

A photog got the two turning in for the night -- 3:30 AM to be exact -- after Pete assumed the role of Michael Avenatti on "Saturday Night Live."

BTW ... Pete turned 26 Saturday, so his 18-year-old GF hit up the famed Magnolia Bakery in the West Village and scooped up a large, round birthday cake and banana pudding.

They entered her apartment together at 3:30 AM after his SNL performance and after-party in New York.

They've been pretty much inseparable for about a month. The first time we saw them together was at a New York City restaurant on Oct. 24.