The 39-year-old TV personality was in the East Village rock club Niagara with some of his friends on April 10 when a brawl broke out around him, which made him a bit uneasy, reported New York Daily News.
"Fallon was pretty shaken up. He was at the wrong place at the wrong time, and chaos erupted around him," a source said.
The well known club is operated by area musicians, including solo artist Jesse Malin and Johnny 'T' Yerrington, who has drummed with singer Ryan Adams' band Whiskeytown.