James Harden wasn't in the mood to mope after his Rockets got beat up by the Spurs Thursday night -- he partied ALL NIGHT LONG while fans in Houston chanted at him, "MVP!"
TMZ Sports obtained footage of Harden at Set in Houston where he turned up in the VIP section while Travis Scott performed.
Kylie Jenner was in the building along with some Houston Texans players.
Harden and the Rockets had a rough night before the club -- losing to the Spurs in a 114-75 route that eliminated them from the playoffs. Harden only scored 10 points.
Multiple witnesses say Harden went to Dreams strip club later on in the night -- and why not? It's not like he has to work today.