Coby Daniel, the 6-year-old boy in Michigan who was shot outside a neighbor's home while picking up his bike is struggling mentally to recover, and will absolutely need professional help ... according to his father.

Arnold Daniel tells TMZ ... his son is showing obvious signs of mental scars, and has not been able to sleep alone in his own bed -- something he'd been doing since he was 2.

Coby tries to sleep in his bed, but Arnold says he always ends up next to him ... and sometimes asks troubling questions like, "Why would [the alleged shooter] do that?"

As we reported, the neighbor, Ryan Le-Nguyen allegedly shot Coby in the arm after chasing him with a sledgehammer. Coby put on a brave face describing the incident to a reporter for FOX 2 Detroit -- but Arnold says his boy is utterly confused about why anyone would want to hurt him.

He says he's set up an appointment for Coby to see a therapist next week to help him make sense of everything.

Physical therapy is also on the horizon, but only after Coby's gunshot wound fully heals.

Arnold says he's taking time off from work to care for Coby, and cope with his own anxiety. He says it subsided a bit once Le-Nguyen's bond was revoked, and police took him back into custody.

As we reported, there was a massive outcry over Le-Nguyen's initial release on a $10k cash bond. His bail has since been increased to $100k.