'Sugar' Shane Mosley -- My Ex-Wife Robbed Me ... We Were NEVER Really Married

"Sugar" Shane Mosley says he suffered a love TKO because his ex was already married when she said "I do" to him, and then made out like a bandit when she divorced him -- but that's not her memory of what went down.

The ex boxing champ marched into an L.A. courthouse on Wednesday to start taking legal action against Jin Mosley -- who he was married to from 2002 to 2011. Shane claims he recently got proof Jin was also married to another guy from 1995 until 2006 ... which would make her a bigamist.

It would also mean Shane and Jin were never legally married, and therefore never divorced -- which makes a huge financial difference, 'cause according to docs ... Jin cleaned up in the break up:

- 3 houses
- several investment and bank accounts
- 2009 Mercedes G Wagon and 2008 Cadillac Escalade
- income from Mosley's fight library
- $600k lump sum for spousal support

So, clearly there's a lot on the line. However, Jin tells TMZ Sports ... she has no idea what Shane is talking about, and denies being married to anyone else.

It's unclear what kind of "proof" Shane has, but outside court he told us he plans to sue for bigamy and fraud so he can get back everything he shelled out.