Azealia was onstage early Saturday morning -- around 3 AM -- for the Wynwood Pride concert, and was VERY over being there. The controversial rapper -- who performed with her boobs all the way out -- started ranting about promoters jerking her around about her set times and whether she's the headliner.

She brazenly told the crowd, "I'm really not happy to be here." Azealia rambled a little more, and said she knew it wasn't the fans' fault ... but she clearly wanted off that stage. She said, "I'm trying y'all, but it's difficult."

Seems like the concert promoters had enough though, because when Azealia repeated her frustration by saying, "I really don't wanna f***ing be here" ... someone cut off her mic.

That only pissed her off more, and pulled a spot-on mic drop ... and left the stage in a huff.

Now, mind you ... Azealia had only done about 4 songs at that point, so you can hear the crowd get restless -- everyone started booing when they realized she wasn't coming back.

Azealia was already an odd pick to headline the event ... considering she's come under fire, for good reason, from the LGBTQ+ community in the past. Remember, she's called HIV/AIDS patients sex addicts, and dropped a homophobic epithet on a flight attendant.