12:26 PM PT -- A Columbus Police Dept. official tells TMZ Sports ... the case is "still open for investigation" even with Jannetty's new explanation.
"I DID NOT MURDER THAT MAN!!!"
That's pro wrestling legend Marty Jannetty outright denying he murdered a man when the was 13-years-old ... insisting he made up the tale as part of a "damn wrestling storyline."
Remember, 60-year-old Jannetty -- one half of the WWF tag-team The Rockers -- had initially claimed he used a brick to fend off an attempted rapist behind a bowling alley 47 years ago .