The Golden State Warriors star was leaving Catch in West Hollywood with DeAndre Jordan when we asked about one of the biggest stories in the NBA ... KD allegedly setting up an anonymous 2nd Twitter account to deal with trolls.

Earlier this week, KD seemingly exposed himself when trashing the OKC Thunder in a tweet that appeared to be meant for posting on his 2nd account. Instead he posted it using his official account. Oops.

So, we had to ask the guys about it ... and the reaction is priceless.