Kelsey Grammer -- We Took Baby to Party ... Cause We Couldn't Find a Sitter!!!

Kelsey Grammer tells TMZ ... the reason he took his 3-month-old daughter to a raging Halloween party at the Playboy Mansion Saturday night is because he just couldn't find a good babysitter.

Kelsey just sent us a statement ... explaining, "Kayte is breast-feeding and we do not have a nanny or a trusted baby-sitter at this time, so Faith goes everywhere with us."

We posted a photo of baby Faith sleeping in the VIP area at the party -- we're told the Grammers partied past midnight.

But Kelsey insists he and Kayte took proper precautions ... saying, "The baby slept as her ears were covered the entire time and we left shortly after midnight."

He adds, "We love our child. Kayte is my wife and lady love (who is 31 and goes by the name Kayte Grammer, by the way, not Walsh)."