Sources close to the couple tell TMZ ... Usher and Grace Miguel were in L.A. for a night at the movies just last week watching "Black Panther." We're told Usher brought his kids ... looking every bit like a close-knit family.

As we reported ... they were still together as of December and had been keeping a low profile ... with Usher's lawsuits and all. But, sources tell us Usher and Grace had been on the regular at restaurants and stayed at the same house together ... showing zero signs a split was looming.

Another sign Usher and Grace didn't appear to be having marital problems -- just a few weeks ago, friends say they had been planning a vacay out of the country together.

But then, Tuesday came ... Usher and Grace announced their split. The question ... what happened?