Here's video of Klay Thompson pelvic thrustin' like a champ next to a couple Chinese women ... trying (and failing) to follow them in a b-ball-themed dance.

Klay was at a shoe store in China to promote his new Anta brand kicks -- and had to bust a move for the culture. We think it was a kinda goofy routine ... but the Splash Bro liked it. A LOT.

#ChinaKlay was feelin' himself so hard ... he kept it flowing even after the track cut out.

FYI, this ain't the first time KT went HAM on his shoe tour.