In a new X video Tuesday, the former First Lady says her husband's near-death ordeal in July was distressing ... and she’s puzzled why cops didn’t arrest the shooter before Donald’s rally speech, where Crooks nicked his ear with a bullet.

Melania says there's more to the story, and she wants to "uncover the truth" in the brief video ... which promotes her new memoir, "Melania."

This is MT's first time on camera speaking about the shooting, but she has addressed it before. The day after the attempt, she shared an open letter calling the gunman a "monster" who saw her husband as an “inhuman political machine.” She also thanked “secret service agents and law enforcement officials who risked their own lives to protect my husband.”

But as we know, the Secret Service faced heavy criticism for not preventing Crooks from firing during the rally in Butler, Pennsylvania, on July 13 ... especially since it came to light Crooks was on their radar as a person of interest for over an hour before the shooting.

Despite this, Crooks made his way to the rooftop, where the Secret Service spotted him 20 minutes before he fired his first shot. He was eventually shot dead by a Secret Service sniper.