"When I got worked up that's cause of Fedor came in and said 'You don't win. You headbutt. You don't win.' Like motherf***er, what? Excuse my language. Like, really Fedor? You gonna say that? So you're trying to tell me I wasn't beating your guy? I wasn't winning this fight?"

32-year-old Anderson faced 29-year-old Nemkov in the finals of the Bellator Light Heavyweight Grand Prix ... with the title, and a million bucks on the line.

With 3 seconds left in the 3rd round (it was a 5 round fight), Corey accidentally headbutted the Russian fighter who was previously undefeated in Bellator's promotion.

Anderson -- who previously fought in the UFC and has beaten the likes of Glover Teixeira and Jan Blachowicz -- was clearly dominating the fight before the headbutt.

Unfortunately for Corey, the ringside doctor ruled the cut was too severe, and Nemkov couldn't continue.

Anderson says he was initially told he won the fight (they even brought in the giant $1 million check) ... before telling Corey they screwed up, and the fight would actually be ruled a "no contest."

That's when Corey says Fedor -- who coaches Nemkov -- started running his mouth.

"I even told Nemkov when I got up, I helped him up earlier, like 'Yo, my bad. That was an accident, nobody's fault.'"

"But [Fedor] came in saying 'You don't win, you only headbutt.' Like really?' Instead of just owning up saying, 'Bro, helluva fight. Sorry about the headbutt. We're running it back.' He gonna say 'You don't win, you only headbutt.'"

"Bro, I don't give a damn who you are, if you're a legend or not."

There's much more with Anderson in the extended interview below!