All Michael Phelps knows how to do is WIN -- the world's most medaled man hit Vegas this week ... and sources tell TMZ he walked off with $100,000 from a single poker game.
Phelps has been touring the world with his buddies since scooping up 6 Olympic medals -- starting in the Maldives -- and last weekend, the crew took on Sin City.
According to our sources, Phelps and his buds played a cash poker game at Caesar's Palace, and naturally ... Phelps cleaned up with $100K in winnings.
We're told Michael blew a nice chunk of it at Surrender nightclub in the Wynn -- which is not nearly as exciting as Prince Harry's night at that hotel.
Step up your game, Phelps!