Conor McGregor Storms Out Of Funeral In UK After Incident, Cops Investigating

Conor McGregor rushed away from a funeral in the UK on Tuesday evening following an incident at the gathering ... and now, cops say they're trying to figure out what exactly happened.

Footage shot from outside The Saddle Club in Birkenhead shows the UFC star, flanked by two security guards, made the swift exit after he had been inside the venue for services for a late family member.

The 35-year-old fighter looked perturbed in the clip ... as he urged some of his fans to move away from his car so he could bolt from the scene.

Club officials said McGregor had actually been jovial earlier in the day -- even sharing several photos of him smiling with other guests at the event -- but they said he "was upset by the actions of certain people attending the funeral" and left.

"Mr. McGregor's security detail decided it necessary to leave to avoid unnecessary speculation and attention," they added.

Merseyside Police, meanwhile, said they were called to the club at around 7:50 PM ... following reports of an altercation. No further details surrounding the allegations were released, however.

"Officers attended the pub and spoke to a number of people," cops said in a statement. "Further enquiries are being carried out to establish what has taken place but at this stage no complaints have been made and nobody has been arrested."

We've reached out to McGregor's for comment on the situation, but so far, no word back yet.