5:29 PM PT -- Khloe was out in Los Angeles Wednesday, doing some retail therapy and hitting up a spa -- but when asked about the situation with Jordyn and Tristan -- she kept quiet.

Tristan Thompson was a man of no words Wednesday ... mum on his hookup with Jordyn Woods that triggered a war that is now being waged by the Kardashians.

Thompson was in NYC, arriving at his team hotel where the Cleveland Cavaliers are getting ready to play the Knicks. It's the first time we've seen him since TMZ broke the story ... Khloe split with him since he was caught making out with Jordyn at a house party on Valentine's Day weekend.

He walked head down and with purpose ... and, unsurprisingly, kept it zipped.

You'll remember ... the last time the Cavs were in NYC to play The Knicks back in April -- just days before Khloe gave birth to True -- Thompson was spotted bringing a woman back to his hotel room.

Jordyn Woods sat down for Jada Pinkett Smith's "Red Table Talk" on Tuesday, but so far everyone's mum on what she said. The episode will run Friday, and the Kardashians will be watching, along with their lawyers ... because Jordyn signed an NDA.

Originally Published -- 1:55 PM PST