Klay Thompson Attends Reggae Concert at County Fair With Mystery Woman

Klay Thompson seemed to have a fairly fun time at the Orange County Fair Saturday night ... along with a mystery lady friend

The NBA star was spotted at the reggae group Rebelution's concert ... hanging with a woman in a box and vibing to the music.

Eyewitnesses tell TMZ ... the two had a security guard with them at the event, ensuring themselves ample private time. On top of that, an OC Sheriff's Deputy kept an eye on his booth.

We're told Klay was sipping from a flash through the evening ... and there was absolutely no PDA between the pair. We don't know the nature of their relationship, but we've reached out to Klay's team for more info.

Worth noting ... the pair were both dressed to the nines -- even wearing jackets despite the mid-summer heat.

Klay's clearly still enjoying his offseason despite his recent split from Megan Thee Stallion ... with whom he had a serious -- albeit short -- relationship. Klay bought MTS a Bentley, and she cooked dinner for his whole fam on Thanksgiving.

However, in April, Megan told us, through her rep, they broke up because trust had been compromised. She later took to social media and seemingly accused Klay of cheating on her.