ICYMI ... Erik and Lyle Menendez have made it clear they aren't fans of the show, with EM previously bashing the Netflix drama as a "dishonest portrayal of the tragedies surrounding our crime."

Yet, when we caught up with Naomi in Santa Monica, California, she voiced her shock at the siblings' outrage ... since she felt the show painted Lyle and Erik as "total victims."

She noted ... "The show has given them a lot of attention, but also, they're such sympathetic characters. You're rooting for them. You think, 'Boy that Kitty and [José] had it easy with their heads blown off.'"

Naomi, who famously played Pepper in seasons 2 and 4 of 'AHS,' isn't the first person to show support for the Menendez brothers following the debut of 'Monsters' last month.

Kim Kardashian, who has also worked with Murphy on 'AHS,' even visited Erik and Lyle in prison amid the growing interest in their case.

Additionally, L.A. County District Attorney George Gascón announced his office is reviewing new evidence in the brothers' case ... especially regarding the sexual abuse allegations they've made against dad José.

The brothers' allegations were not allowed to be presented in their 2nd murder trial ... which ultimately led to their life without parole convictions.

As Naomi put it ... she thinks it's a "good" thing the Menendez brothers may possibly be freed ... and voiced support for Murphy for bringing the story into the limelight again.

While some have questioned whether the show could cancel Murphy's career, Naomi reminded us that the TV producer just put out 6 shows in the last 2 weeks.