The NBA's G.O.A.T. didn't exactly deny that ... confirming during his 1984-85 rookie year -- he caught his Chicago teammates having a party with blow, weed and women out in Peoria, Ill.

"I walk in, and practically the whole team is in there," Jordan said as part of one of his sit-down interviews for ESPN's "The Last Dance" documentary.

"It was things I had never seen in my life as a young kid. You got your lines over here, you got your weed smokers over here, you got your women over here.”

Jordan -- who had spent the previous three years at the University of North Carolina -- says the incident caused him to be an immediate loner on his new team.

"The first thing I said is, 'I'm out,'" Jordan said. "Because all I can think about is if they come raid this place right now, I am just as guilty as everyone else in this room. From that point on, I was more or less on my own."

Jordan's teammate at the time, Rod Higgins, confirmed MJ never partook in the partying that year ... saying the guy didn't even drink with his new NBA squadmates.

"Whatever somebody else might have been doing off the court, if it was partying or whatever, that wasn’t part of what he wanted to do,” Higgins said. "Orange juice and 7-Up was his go-to."

Turned out to be a pretty good move for Jordan ... he went on to change the culture of the Bulls and win SIX championships.

See, kids? Don't do drugs.