Pete Davidson Back on the Road with Sold-Out Comedy Shows

Pete Davidson is back on the road doing what he does best ... making people laugh, something his fans are clearly anxious to see, considering he's got back-to-back sold-out shows.

Sources connected to Pete tell TMZ he's out of rehab, and doing some standup gigs this week. We're told he has 2 shows Tuesday at the Improv in Dania, FL ... in the Fort Lauderdale area. If ya don't have tickets already, sorry, they're all gone.

It's unclear when Pete left the medical facility that he checked into back in late June for mental health reasons -- but, he's obviously feeling well enough at this point to get back to performing.

It's been a bumpy time for PD ... he's juggling movies, TV, sponsorships, a new GF, and lots of other stuff in the wake of leaving 'SNL.'

And, don't forget, he just sorted out his legal issues for ramming his car into a Beverly Hills home earlier this year.

As we reported, he's doing a diversion program -- which requires him to do 50 hours of community service -- and, if he completes that the incident will be expunged from his record.

On top of all that, he had a contentious, and very public, face-off with PETA over a puppy he bought for his mother.

We'll know soon enough if he's up for discussing any of these recent trials and tribulations in standup routine ... but ya gotta figure some of it's gonna get a mention.