Arnold Schwarzenegger -- Yes, I Had An Affair With Brigitte Nielsen

Philandering film star Arnold Schwarzenegger has finally admitted to having an affair with actress Brigitte Nielsen -- while still dating Maria Shriver. Well, at least she's hotter than the maid.

Schwarzenegger cops to the sexual tryst in his new book, saying it went down while the duo was filming "Red Sonja" together back in 1985.

At the time of the affair, Arnold was already knee deep into his relationship with Shriver -- and even though they weren't married, the couple was living together.

If you recall ... Nielsen blew the whistle on the affair last year in her own published memoirs. Arnold never confirmed it -- until now.