Lindsay Lohan -- SOBER Family Fun Night

Lindsay Lohan is true to her word -- going out for some SOBER fun with everyone in her family ... except Dina Lohan.

Sources close to LiLo tell TMZ ... the recently rehabbed actress went to see "The Conjuring" in NYC with dad Michael Lohan, sister Ali, brother Michael Jr. and her sober companion Monday night. Afterwards they chowed down on Japanese food.

We're told everyone was stone-cold sober the entire night and they still managed to have fun. It's unclear why Dina wasn't a part of the shindig -- but we have a good guess.

Our sources say Lindsay's trying hard to keep her nose clean -- she's relying on little sis Ali for support, having already moved into her NYC apartment.

One day at a time.