Bobby Brown's Song for Whitney -- 'Don't Let Me Die'

Bobby Brown has debuted a new song he wrote about life since Whitney Houston's death ... in which Bobby admits he "messed up pretty bad" and begs his late ex-wife ... "Don't let me die."

An emotional Brown -- sporting sunglasses and leather pants -- performed the song on "The Tonight Show with Jay Leno" ... featuring the lyrics, "I didn’t realize that every breath I took was from you ... You were my air.”

Brown also sings,"I guess I messed up pretty bad ... I didn’t know who you were ... I didn’t know what we had. Now I’m stuck living in the past ... trying to get the pieces back ... but I guess now you’re gone."