Wayne Gretzky -- No, You Can't Date My Daughter Paulina

Wayne Gretzky tells TMZ ... the NHL has GOT to figure out a way to end the lockout and bring hockey back ASAP.

He also made it clear that we can't date his daughter.

Wayne was out in L.A. yesterday ... and told us he doesn't have any solutions to get pro hockey up and running again ... but says, "Hopefully they get it worked out though ... we need hockey back."

"It's disappointing for everybody," Wayne added.

And while he was there, our photog asked for permission to date Wayne's super hot daughter Paulina. Permission was not granted.

And if you're not familiar with her work, enjoy the photo below ...