Dennis Rodman Denies Yoga Theft, 'We Didn't Steal Sh*t'

Dennis Rodman claims he's NOT A THIEF -- telling TMZ Sports allegations he participated in a clothing heist at a yoga studio this week are just wrong.

Or as Dennis put it ... "We didn't steal sh*t!!!"

We spotted the NBA Hall of Famer leaving The Abbey in West Hollywood on Thursday with the same group of friends who were with him at the VIBES Hot Yoga studio in Newport Beach earlier this week.

As we previously reported, the owner of the studio claims Dennis and his crew stole more than $500 in clothing off the racks before breaking (and taking) a $2,500 crystal art piece. The whole incident was captured on surveillance video obtained by TMZ Sports.

But, Dennis claims it's all a giant misunderstanding -- insisting the staffers at the shop told the group they could take "a couple of gifts" in exchange for helping to move the giant crystal art piece ... which is why they grabbed the items.

Rodman never explains why his female companion tried to shield herself from view while stuffing shirts into her purse at the store ... or why the staff needed help moving the crystal in the first place.

"I tried to help ... as the good person I am," Rodman said.

When asked why the store owners filed a police report, Rodman and his crew insisted the yoga place was just looking for "exposure."

Remember, Rodman is still on probation from a 2018 DUI arrest -- but Dennis says he's not worried about this incident possibly triggering a violation because he's adamant he did NOTHING wrong!

"Am I going to jail? No."

Rodman also disputes claims he was drunk during the situation.