The former Los Angeles Lakers star had his exit interview with Julie Chen Moonves -- after getting kicked out of the "Celebrity Big Brother" house -- and she asked if there's anything he'd like to say to Khloe.

His response ... "I miss you and I hope to get to see you soon."

Lamar and Khloe -- who were together from 2009 to 2016 -- had a tumultuous relationship ... much of it fueled by Lamar's drug abuse. He's said he has deep regrets and would like a redo if that were possible.

Earlier in the season, Lamar told singer and choreographer Todrick Hall ... "I had some good dreams last night. I dreamt about my ex-wife last night I wish I could take that time back. I miss her so much."

Since their split, Khloe had a daughter, True, with Tristan Thompson ... whom Odom recently called "corny" over the way he's treated her.

Lamar was eliminated on 'CBB' with Todd Bridges during a double-elimination episode. Lamar and Todd have used their time in the house to bond over their sobriety.

And, Lamar says they have a special bond ... "Todd has been sober for 33 years now, so I asked him to be my sober coach. That is why I joined the 'Celebrity Big Brother' cast because sobriety is really important to me at this point in my life."  Lamar says he's been sober for seven years.