1:40 PM PT -- Sophie just tweeted her own explanation of the photo, saying "Lol. Thank god I have a loving fiance. Periods are a bitch."

Joe Jonas should've asked for a box of tissues for his birthday.

Joe had a mini-crisis on his hands Wednesday in the Big Apple as he consoled fiancee Sophie Turner. The "Game of Thrones" actress looked distressed as they walked around the city.

It's not clear why Sophie was crying ... maybe she's lamenting Joe's final bday in his 20s? The middle Jo bro turned 29.

What a difference a few days can make ... Joe and Sophie spent Monday double fisting fruity drinks and sucking face in Miami.