12:49 PM PT -- Incredible news ... Fenix says he somehow did not break a bone in the gnarly fall -- writing on his social media page Thursday, "THERE ARE NO BROKEN BONES."
Fenix, though, said he will require more trips to the doctor's office ... as the medical experts still have yet to give him an exact diagnosis of his injuries.
The wrestler -- who shared a pic of his cast and sling -- added he's grateful for the outpouring of prayers he received following the match.
"Thank you very much once again to all and congratulations to the champions," Fenix said, "enjoy and defend those titles, because very soon I am back and those championships belong to the LUCHA BROTHERS. I respect!"
AEW star Rey Fenix suffered a horrific arm injury in the middle of his match Wednesday night ... and -- **HUGE WARNING** -- the video of the incident is extremely graphic.
Fenix was wrestling against Jungle Boy and Luchasaurus in a tag-team event with his partner, Penta Zero Miedo, at AEW Dynamite ... when the gruesome injury occurred.
Luchasaurus slammed Fenix through a table -- and as the two wrestlers hit the ground, Fenix's arm got caught in an awkward position and snapped backward.