Mally Mall's Monkey Sparks Health Dept Investigation at Strip Club

Mally Mall's Halloween stunt -- bringing his monkey into a strip club -- might prove costly for the club ... TMZ has learned.

L.A. County's Dept. of Public Health confirms it's investigating Ace of Diamonds for possible violations after it got wind of Mally Mall bringing his capuchin monkey to the joint Monday night.

Official safety codes prohibit live animals inside any food facility except if it's a service animal or police dog. The owner of AoD's building has a license to serve food ... although AoD doesn't serve grub.

We've reached out to the club, but no word back yet.

For his part, Mally Mall thought Bubbs was a huge hit at the club ... as he told us on "TMZ Live."