Lana Del Rey in With the Band ... But NOT Opening Act

Bad news for any Guns N' Roses fans hoping to see Lana Del Rey warm up crowds on their tour.

The moody indie singer is NOT opening for GNR despite a flurry of rumors after Lana posted a pic wearing a jacket that read "Lana Del Rey Guns N' Roses 2016 Tour."

We're told Axl Rose gifted the personalized satin tour jackets to his friends and family. Lana was one of a couple dozen who got the hookup. Sources close to the unexpected pals tell us they've been tight for years.

We're told Lana met Axl through a mutual friend -- her ex-boyfriend Justin Murdock, billionaire heir to the Dole Food Company.

Lana ditched Murdock in 2012, but she obviously got Axl in the breakup.