D-Wade went full Dad mode in a dealership sesh with his 15-year-old son over the weekend ... making sure the young baller stayed in his lane while shoppin' for his first set of wheels.

The Cavs superstar's got an All-Star squad of luxury vehicles (including a $300k Ferrari) but Wade shut down any possibility of his kid coppin' a car like that -- "Keep dreaming."

Not that Zaire didn't have options -- Wade was on board with an $40k-$50k Audi Q5 or $50k-$60k Audi Cabriolet convertible.

Still ... kinda rough when your Dad's already given you a taste of the good life.