Rob Gronkowski -- I Wasn't Naked During Shoot, But GQ Says ...

Rob Gronkowski went on "Jimmy Kimmel Live!" Thursday night and said he was NOT fully naked during the GQ photo shoot ... despite what TMZ Sports reported -- but it's a curious situation.

We reported earlier in the day that RG was in his birthday suit during the racy boat photo with supermodel Hailey Clauson -- but only after a GQ publicist squarely told us in an email, "Yes, he was naked."

Hours later, Gronkowski refuted the claim on 'Kimmel' -- saying he was wearing a tiny Speedo that covered his junk.

We called the GQ rep back -- and spoke with her boss (the communications director for GQ) who gave us 3 different and intriguing explanations.

First, she said Gronk was "definitely naked on some parts of the shoot."

Then she said, "The info I got is what I gave you" ... suggesting there may have been a cover up over not covering up.

Finally, the plot totally thickened with her 3rd point -- "Maybe he didn't want to talk about being naked on Kimmel."