Christie was at Miller Stadium Sunday in Milwaukee for a Brewers-Cubs game, and this clip shows the tail end of what looks like a heated confrontation with a Cubs fan that luckily ended with just words.

You clearly hear the NJ governor tell the dude, "You're a big shot" -- before he pulls back and continues down the steps ... nachos intact and all. Unclear what exactly set off the stare-down ... we haven't heard back from his office for comment.

As we reported ... Christie got destroyed by Mets fans earlier this month when he caught a foul ball and was showered in BOOOs. He also hasn't fared well on sports radio.