Shevchenko -- who's set to fight Holm at UFC on FOX 20 in July -- wasn't harmed in the robbery but her trainer was shot in the stomach while exchanging gunfire with the robbers.
"We are glad [Shevchenko] is safe," Holm's rep tells us ... "We wish her coach well."
Dana White has said he's not sure if the fight will go on as planned -- considering the incident may have traumatized Shevchenko -- but Holm's camp tells us Holly is still training as if it will happen.
"The fight is on as far as we know."
The rep says Holly has nothing but respect for Shevchenko in the octagon -- adding, "It should be a great fight."