Larsa Pippen and Marcus Jordan are counting their blessings today ... 'cause the couple says they were at the scene of a terrifying officer-involved shooting Thursday evening.
The incident went down at around 5:30 PM in a popular shopping area in Miami ... after a man had allegedly taken two people hostage inside a Victoria's Secret and threatened to stab them with a knife.
According to police, in an attempt to de-escalate the situation ... an officer opened fire on the man and struck him.
Larsa said in an Instagram post following the shooting that she was just feet away from it all ... and it was "scary AF."
"So thankful for the Miami Beach Police Department," she said, "everyone was running and screaming."
In footage from the scene that Pippen shared, you can see people were panicked ... as officers tried to clear out the area.
A spokesperson for the Miami Beach Police Dept. says the suspect was taken to the hospital following the shooting ... though he was later pronounced dead there.
An investigation into the incident remains ongoing.