Dave Grohl‘s got another confession to make … he’s a bit stressed — or at least he looked it while walking around Los Angeles!

The singer-songwriter was spotted Friday afternoon … grabbing lunch at the luxurious Chateau Marmont before heading over to the ritzy grocery store Gelson’s and then CVS.

DG — keeping a low profile by tying his hair back and throwing a baseball cap on — was furiously puffing on a cigarette … getting his nicotine fix.

Grohl’s appearance out came less than 30 minutes after the New York Post identified Jennifer Young as the woman who Grohl had an extramarital affair with … which led to a pregnancy.

Young confirmed her identity to the outlet … though she wouldn’t comment on their coparenting. Jennifer reportedly lives with her mother in Los Angeles, and the two women are primarily raising the child.

As you know … Dave announced he was having a child in a September Instagram post — and, he said he was going to work hard to rebuild trust with his wife and children.

Grohl was photographed with his wife, Jordyn Blum, earlier this month … though the two didn’t appear to be talking much in the car.