Sources with direct knowledge tell TMZ ... the recently-released ex-con -- who was cut loose into the wild Thursday from a state prison there in the area -- was recently notified by her parole officer that she and her loved ones needed to get outta Missouri.

The reasoning behind this is a bit unclear, but what we do know is that Gypsy was told local law enforcement officials spoke to the state corrections unit and notified them they wanted her gone ASAP. We're told this might be because of security risks her continued presence might present to the KC area ... where she's been hanging out for the past 24 hours or so.

It's true ... GRB has become a local celebrity during her brief time in town, taking photos with fans, and stopping/chatting with paps that have been hounding her. During the time she's been out behind bars, Gypsy has most certainly drawn a helluva lot of attention.

In any case, our sources tell us Gyspy's heard 'em loud and clear ... and is currently on her way to her husband's home in Louisiana -- which, of course, means she won't be at Sunday's Chiefs game.

We're told Gypsy is bummed about this development, as she and her hubby had plans to attend for a while now -- with tickets in hand dating back months and even some Chiefs merch ready to go that she got for Christmas. With that said, our sources say she gets it and is grateful to be freed.

As we reported ... Gypsy was hoping to meet Taylor Swift while at Arrowhead, with a Hail Mary shout-out that she hoped TS would see. Of course, it was a long shot to begin with.

Now, in terms of why Gypsy was allowed to roam around Kansas City to begin with -- we're told it had to do with the timing of her release (very, very early) which led MDOC to allow her to stay overnight in town at an Airbnb ... where her family partied.

Like we said, she's been living it up since getting back on the outside -- now, she'll just have to do it another state ... 'cause Missouri's told her to beat it, and she absolutely did.

Pretty crazy 48 hours for Gypsy, but it's nothing compared to her life story in general -- which, BTW, is going to be spotlighted in a new Lifetime special that's airing on Jan. 5.

The Prison Confessions of Gypsy Rose Blanchard is a 3-night event that'll touch on the whole saga ... dating back to when she helped plan the murder of her abusive mother -- and it features a first-person perspective from GRB herself on her own newsworthy story.