Chris Cornell's alleged stalker showed up to his show Wednesday night and was quickly cuffed and taken away ... and now, she'll have to deal with the feds. 

Law enforcement in Kentucky tells TMZ Jessica Robbins was picked up outside Cornell's Louisville concert after trying to enter the venue. Sources close to Chris say every tour venue has had a pic of Robbins and has been on high alert to stop her ... and that move paid off. 

Our sources say Chris was informed of the arrest before the show. 

TMZ broke the story ... Robbins was charged with stalking Cornell in 2014 but went missing in May after missing a court date and ditching her ankle monitor ... which she's been wearing while out on bail.

Cops in Kentucky say they've alerted the FBI of Robbins' arrest and the feds will pick her up Thursday.