1:33 PM PT -- The Missouri State Highway Patrol tells TMZ the incident occurred at 4:45 AM Wednesday. The agency has a gaming division, with troopers stationed at the Hollywood Casino in St. Charles.

Nelly was asked to show his ID to police and his info was run for verification in accordance with Missouri Gaming Commission regulations.

Police found Nelly had an active warrant for no insurance from a previous traffic stop conducted by Maryland Heights Police.

Nelly was arrested for the active warrant, and he was searched. That's when 4 Ecstasy pills were found on his person, according to the Highway Patrol.

Nelly was booked for felony drug possession and on a warrant for no vehicle insurance.

Bad news for Nelly ... the rapper was busted in Missouri ... and cops say illicit drugs are involved.

Nelly was arrested early Wednesday morning for a couple offenses ... possession of four ecstasy pills and not having insurance ... according to online arrest records.

The "Hot In Herre" rapper was busted in Maryland Heights ... a suburb outside St. Louis, Nelly's hometown.

Nelly -- government name Cornell Haynes II -- was taken into custody at 4:45 AM Wednesday and booked at the Maryland Heights Police Department. He's since been released.

TMZ obtained Nelly's mug shot ... and his eyes appear bloodshot and he's mostly expressionless in a black hoodie, white undershirt and some bling.

KRCG news in Missouri was first to report Nelly's arrest.

We reached out to Nelly's camp, as well as police ... so far no word back.