Jon Gosselin -- Kate Put Our Kids in 'Horrible' Situation

Jon Gosselin says he felt TERRIBLE for his daughters for having to appear on the "Today" show with Kate this morning ... telling TMZ the whole thing was "horrible" to watch.

Gosselin appeared on "TMZ Live" moments ago and said Kate's humiliating meltdown on live TV this morning shows exactly why the kids shouldn't be forced to participate in a lengthy publicity tour with their mother.

"I’m going to handle this as a family matter," Jon said ... adding, "I don’t want to affect the children anymore."