Dennis Rodman claims he's NOT A THIEF -- telling TMZ Sports allegations he participated in a clothing heist at a yoga studio this week are just wrong.
Or as Dennis put it ... "We didn't steal sh*t!!!"
We spotted the NBA Hall of Famer leaving The Abbey in West Hollywood on Thursday with the same group of friends who were with him at the VIBES Hot Yoga studio in Newport Beach earlier this week.
As we previously reported, the owner of the studio claims Dennis and his crew stole more than $500 in clothing off the racks before breaking (and taking) a $2,500 crystal art piece.