The 44-year-old was in pretty good spirits Thursday returning to the United States following his UFC 237 loss to Jared Cannonier this past weekend ... but says his knee is still jacked up.

Silva badly injured his right knee in the fight -- and couldn't make it out of the first round.

After the fight, Silva went to social media and posted a statement that made it seem as if he was pondering retirement.

But now, Anderson says his mind is made up -- he wants to get healthy and get back in the Octagon.

In fact, Silva says he's already spoken with Dana White about a possible rematch with Cannonier ... but White told him to take some time to heal before talking about another fight.

So, how is Anderson's knee?

"It's not good but it's not too bad. The good thing is I start physical therapy," Silva told us.