La La Anthony didn't let her split from Carmelo Anthony keep her from spending her weekend in one of NYC's top strip clubs ... but this time, it was more business than pleasure.
We've learned La La hit up Sapphire New York on Friday night -- but sources tell us she wasn't throwing around singles and partying it up, she was there to shoot footage for her new TV show.
La La is a producer on a docu-series called "Goal Diggers" -- about women in risque industries (strippers and video girls) who break out and become mainstream businesswomen.