TMZ Sports has learned ... the Henderson Fire Dept. received a call for a residential fire at 2:40 PM on Monday ... and when help arrived on the scene, fire and smoke were visible from outside the home.

Due to high winds and the closeness to the neighboring homes, the first responders called on the Clark County FD for backup in order to get the blaze out. The fire was extinguished nearly an hour later.

The fire dept. says two adults, one child and four dogs were removed from the home. Luckily, no injuries were reported ... and no one was transported to the hospital.

Bonnar's wife, Andrea, shared the news on her business' Facebook ... saying, "I am just jumping on to let you know our house burned today and we have lost everything."

The cause of the fire is still under investigation.

Stephan Bonnar was part of arguably the most important fight in UFC history -- the season finale of the Ultimate Fighter 1 against Forrest Griffin. Stephan lost by decision, but the fight was so incredible, the UFC gave both guys contracts.