The Milwaukee Bucks superstar opened up on his coach's eyebrow-raising departure for the first time following a 126-116 win over the Cleveland Cavaliers ... saying straight up Griffin's exit "caught me by surprise."

"We were 30 and 13," he said as he sat at a postgame podium. "I gotta trust the front office, I gotta trust the ownership group that they can see the bigger picture."

Of course, many had believed there was no way Bucks' brass didn't contact Giannis for his thoughts on removing Griffin before pulling the trigger ... but the Greek Freak made it clear he wasn't consulted.

"My job is to be the best version of myself, to lead this team out there and win games," he said. "Their job is to create the best team possible and the best atmosphere around the team possible."

The 6-foot-11 forward also praised Griffin during his talk with media members ... calling his former head coach a "great person" whom he had a good relationship with.

"I refuse to fall into the bubble of, 'Oh, this is accurate, this is not accurate,' because there's always gonna be something out there about me and the team, you know," he said. "'Oh, he didn't have a good relationship with Griff' ... false."

"I love the guy," he continued. "I invited him to my wedding."