ICYMI ... the Foo Fighters frontman appeared to make a dig at the pop star Saturday, joking his band's tour is called the "Errors Tour" as they "actually play live" ... seeming to imply Taylor does not.

Well, less than a day after that perceived dig, Taylor appeared to directly respond to Dave during night 3 of her Wembley Stadium residency ... as she called out her band in a particular way.

She told the sold-out crowd of cheering Swifties ... "Every one of my band members, every single one of our crew, my band who’s gonna be playing live for you for 3.5 hours tonight, they deserve this so much. And so does every one of my fellow performers."

For the record, the "Eras" tour has had its fair share of mishaps as well ... with Taylor stopping the show a number of times over the concert run to assist ailing fans. She also notably inhaled a bug during Sunday night's show ... proving she really is belting it out onstage.

While Taylor might've taken offense to Dave's remark, the rocker was likely just trying to poke fun at the fact they had dueling UK concerts. The Foo Fighters took the stage at London Stadium Saturday night ... which is on the other side of town from Wembley, where Taylor and co. were performing.

It's safe to say most UK eyes were on Wembley Stadium this weekend  ... as a number of celebrity guests hit up Taylor's London shows -- including Prince William, Tom Cruise, Ashton Kutcher and Mila Kunis, among others.

However, the biggest VIP of the night was Taylor's boyfriend Travis Kelce, who joined the Grammy winner onstage for the 'Tortured Poets Department' era of her concert.

The NFL star joined Taylor's dancers in helping her get dressed for her performance of "I Can Do It With a Broken Heart" ... even doing a little dance onstage at one point.