The ex-'BIP' star -- known for being engaged to 2 former 'Bachelorettes' -- still has full confidence in his pick-up game, based on this vid of him at a bar in Milledgeville, GA late Monday night. Problem is ... it looks like he's pretty rusty.

Josh was in town hosting a hospital charity event with the Children's Miracle Network earlier in the evening. He actually posed for a photo with the woman who was also a guest at the event.

Of course, the pic was taken before Josh started shooting his shot.

Sources close to Murray tell us they hit it off at the charity, and he took her out afterward to show her a good time. At the end of the night, though, it was the friendzone for Josh.

We can see that.