Wayne Gretzky -- My Daughter's the Better Golfer ... But I'd Still Kick Her Ass at Hockey

Wayne Gretzky says he's pretty sure his daughter could DOMINATE him at golf -- after getting some private 1-on-1 lessons from her PGA star fiance -- but the Great One tells TMZ Sports, he still owns her on the ice.

#99 was at Dodgers Stadium promoting the return of hockey to the building ... when we asked him if he's seen Paulina's new and improved swing -- which she credits to her pro-golfer fiance Dustin Johnson.

Gretzky says he's positive Dustin's helping improve her stroke ... but he made one thing clear: he's still the king of the ice in the family.

Check out the video ... and pay your respects to the man who created this: