LeSean McCoy -- No, I Didn't Have an Orgy ... & Rex Wasn't Invited

Sorry ladies, if you were expecting a giant 200-on-1 sex freaky orgy at LeSean McCoy's "females only" party, you would have been very disappointed ... so says LeSean.

The Buffalo Bills running back expanded on the most legendary party there never was today ... telling reporters, "I cancelled it. It got too wild."

He added, "I should have never posted it and I take blame for it. But for the record, it was no weird orgy thing going on."

The dude sounds sad about the whole thing ... but not as sad as Bills head coach Rex Ryan who told reporters he's bitter ... because he wasn't invited!!

"I did not get an invite," Rex said ... "I'm a little disappointed about that. But maybe next year."