"16 and Pregnant" star Whitney Purvis tells TMZ ... she DID swipe a pregnancy test off the shelf at a Walmart this week ... but says she's glad to report she's NOT with child.

TMZ broke the story ... the 20-year-old reality star was arrested in Georgia on Thursday when store security caught her smuggling a First Response preggo test into the women's restroom.

Purvis admits ... she did INTEND to use the test in the restroom ... but chickened out at the last minute and threw it away before she could pee on the stick.

Purvis explains, "My boyfriend was with me and he had money – but I didn’t want to freak him out. I was just being stupid with my decisions. I wish I would have handled the situation better."

The former MTV star was hauled to a nearby jail ... and released a short time later.

But before Purvis could go back to the store to legally purchase another test ... Mother Nature answered her question with a surprise visit from Aunt Flo.

Whitney's reaction -- "I was excited because I didn’t want another kid – I already have one.” 

Purvis says she's learned her lesson -- noting, "I never will go back to jail or steal again in my life."