'The Valley' Star Jesse Lally Didn't Envision Ex Michelle Saniei Dating Dr. Dre

Jesse Lally says his ex Michelle Saniei's romance with Dr. Dre came out of nowhere ... claiming he doesn't even think his former flame has ever listened to rap music!

"The Valley" star chatted with photographers in Los Angeles Tuesday ... and, of course, the photos of Michelle holding hands with the hip hop legend came up.

Lally's laughing the whole situation off ... saying Michelle's allowed to date whoever she wants -- though he doesn't think she's super knowledgeable about rap music.

Lally's got an interesting connection to Dr. Dre, though ... the first cassette tape he purchased was an NWA record back in 1988 -- the same year Saniei was born, he says.

Despite how happy he is for Michelle, Jesse does get serious ... saying he worries about their 5-year-old daughter, Isabella -- who he says had a tough time after Michelle and Aaron Nosler split.

So long as Michelle keeps putting their daughter first, Jesse says they're all good.

As you know ... Michelle was spotted leaving Nobu Malibu with Dre over the weekend -- leading many to wonder what their relationship status might be.