Michael Sam -- This Time I'm QUITTING Football

Michael Sam is worried about his mental state ... so he's leaving football -- again -- one week after he became the first openly gay player in a professional game.

Sam announced he's quitting the CFL's Montreal Alouettes because "The last 12 months have been very difficult for me, to the point where I became concerned with mental health."

He thanked the Alouettes for giving him a chance to return to football ... after he was cut from 2 NFL teams. He'd also had issues while playing in Canada, and flirted with leaving before.

Oddly, he said he hopes to be "back on the field soon."