Kenny G Says He Recorded Track with Kanye West After Valentine's Day Gig

Kanye West didn't hastily throw together "Jesus Is King" -- Kenny G says they recorded their collab for the album way back in February ... in a totally spontaneous and kinda romantic moment.

The legendary saxophonist came on "TMZ Live" Monday after his stirring performance at Kanye's Sunday Service in Los Angeles, and he told us their "Use This Gospel" track traces its roots back to Valentine's Day.

As you know, Kenny G joined Kanye to play "Use This Gospel" Sunday inside The Forum ... and Kenny says there was almost no rehearsal beforehand -- kinda like when he and Kanye recorded the song in the first place.

Kenny says their collab went down shortly after Valentine's Day, when Kanye invited him to the studio to listen to some of Yeezy's new music. Kenny says he told Kanye his sax would sound great on one particular track, so Ye whipped out a mic and started recording Kenny on the spot!

Remember ... Kanye hired Kenny to serenade Kim Kardashian West inside their living room on Valentine's Day ... and Kenny says the gig was the springboard for his "Jesus Is King" feature.

As for Sunday Service, Kenny gushes about the experience ... and he tells us why he went back onstage after his solo to whisper in Kanye's ear.