Carmelo Anthony was messing around with a woman who now claims she's pregnant with his baby -- and as you can imagine, his wife, La La, is pissed ... TMZ Sports has learned.
Multiple sources tell us ... the other woman often works at a gentlemen's club in NYC, and we're told she's claiming to be 6 and a half months pregnant with Melo's child.
We're also told she has made it clear to Melo she expects him to kick in for medical expenses and other baby related costs.