Anthony Davis gave a fan the bird on Wednesday ... and we ain't talkin' Pelicans.

The NBA superstar was caught flipping off a fan after the Pels vs. Hornets game in NOLA ... after he claims the person disrespected him first.

According to Pelicans Wave, the Instagram account that initially posted the encounter, AD alleges the fan said something that rubbed him the wrong way, which prompted the reaction.

Davis -- who publicly requested a trade earlier this season -- denies any bad blood toward the team or NOLA, saying, "Never disrespected the city and never will. But of course they not gonna show what the fan said"

However, the fan who captured the video, Bradley Wehmeyer, says the fan on the receiving end of the gesture flipped AD off first ... but never actually said anything.

Jahlil Okafor defended his teammate, saying, "People can’t possibly think AD just looked at a fan and decided to flip him off for no reason. Cmon now."

It's definitely not the first time we've seen these kinds of interactions between fans and players this season ... Tristan Thompson flipped off fans back in December, there were several incidents of Kevin Durant yelling profanities at fans, and Russell Westbrook threatened to "f**k up" a fan and his wife after receiving racial verbal comments.