Kevin Hart wants his good friend, Chris Paul, to stay in Los Angeles so badly, he's using his own money to convince him to back out of the Rockets deal.

Didn't work though.

Kev and CP3 hit up Madeo for dinner -- and on the way out, Hart whipped out his wallet to pay for Paul's valet ... telling his pal, "Don't leave L.A., Chris!"

Chris smiled and told Kev, "Don't do that."

Obviously, that ship has sailed -- Chris signed with the Houston Rockets after 6 seasons with the Clippers.