Wayne Gretzky's Daughter Paulina ... IN LINGERIE

It's not everyday the super-hot daughter of a hockey legend throws on some skimpy lingerie and runs around Hollywood ... BUT IT HAPPENED LAST NIGHT!!!

For some reason, 23-year-old Paulina Gretzky strolled out of STK in an outfit that'll probably make her famous father's head explode ... and TMZ got the whole thing on tape.

FYI -- Paulina shut down her Twitter page a few months ago ... insinuating her dad Wayne Gretzky had some issues with the slew of racy pics she had posted online.