Lamar Odom Denied at Club ... While French Montana & Khloe Kardashian Party Inside

Lamar Odom endured one of the most humiliating club denials ever ... he was turned away from a West Hollywood club Tuesday night as his estranged wife and her new boyfriend partied inside.

It all went down at Penthouse. Our photog spotted Lamar rolling up to the club with a few friends. But when Lamar got to the door, he hit 2 big snags -- Khloe and French Montana.

Lamar and his friends stood there for a few minutes and left in defeat. Watch Lamar recoil in controlled anger when someone mentions French Montana.

French Montana was the special guest last night ... French even posted a photo to his Instagram page of him with Kim Kardashian with the caption "Shout out to my BFF @kimkardashian for coming out tonight party was turnt up."

It's unclear if Khloe or French had anything to do with Lamar getting denied -- but there was a giant clue in the form of an E! camera crew ... that just happened to be outside to shoot Lamar getting turned away.

Remember, the guy's under contract to appear on the family reality show -- and since he and Khloe are NOT divorced ... all signs point to Lamar being in on this.

His night didn't end up entirely bad ... he had better luck at Lure, a few miles down the road.