The 26-year-old showed off the new look as he met with reporters ... and he was immediately asked if he was ditching #9 for #8.

Naturally, as soon as Burrow looked down to check what they were talking about ... he started cracking up.

"I guess I put the wrong one on," Burrow laughed. "So what happened was, I forgot about the press conference ... so I put my jersey back on. But apparently, it wasn't my jersey."

"Guess it's been that kind of day, huh?"

FYI -- #8 belongs to Brandon Allen, the backup quarterback who resigned with the Bengals last March.

Hopefully, Burrow remembers to wear his own jersey when the Bengals take on the Buffalo Bills in the Divisional Round of the playoffs on Sunday.

Speaking of the game, Burrow eventually got to talkin' about the big road matchup ... and he's not concerned about the Bills being the betting favorite.

"I always enjoy going on the road. Just you and your guys," Burrow said. "It feels like it's you against the world and that's where we like to be."

"Never feel like an underdog."