Machine Gun Kelly Says He Was Electrocuted During Super Bowl Party Concert

Machine Gun Kelly got himself a new hair-do during his performance at PGA ... but maybe not the one he wanted.

The rocker-turned-rapper says he got "electrocuted" onstage as he performed at the Coors Light Bird's Nest in Phoenix ... a Super Bowl weekend bash.

As he's singing, you see his hair go from flat to standing straight up on end. It's unclear if something really did happen or if it's just a stage prank. We're leaning toward prank, because he seems unfazed. Also, no EMTs showed up.

MGK performed for nearly 2 hours and, unsurprisingly, it was sold out. Among the guests -- A-Rod and his GF.

After the show, MGK met up with fiancée Megan Fox to hit up Drake's party.