Kelsey Grammer I Blew 6 Figures ... Investing In Windmills

3/13/2013 12:15 AM PDT

Kelsey Grammer says the WORST investment he ever made in his life is directly related to "blowing" ... but it's NOT his ex-wife Camille -- it's windmill technology.

Grammer was leaving Bouchon in Bev Hills yesterday when he told us how he took a high-6-figure loss after investing in windmills a while back.

"Big wind is doing OK ... but it was a small wind investment and it cost me a lot of money."

Fortunately for Kels ... he's rich and recovered from his bad investment ... but says, "It's just one of those things that's just a straight loss."