Cara Delevingne and Sienna Miller -- Hey, Michelle Rodriguez ... Watch Your Woman!

Cara Delevingne and Sienna Miller walked hand-in-hand Tuesday night out of Loulou's club in Mayfair, London ... after partying with Naomi Campbell and Suki Waterhouse at Kate Moss' Topshop collection afterparty.

Delevingne and Michelle Rodriguez are dating (or whatever you call this) -- but Sienna has a history of playing the role of homewrecker ... so M-Rod might want to nip this thing in the bud, just in case.