Historic moment at the "Crown Jewel" in Saudi Arabia ... where WWE's very FIRST women's match just went down -- and the ladies got a HUGE ovation from the massive crowd.
Lacey Evans and Natalya were electric as they walked to the ring -- men, women and children were standing and applauding, taking pics and going crazy the whole time.
After she got in the ring, Natalya was choking back tears -- clearly emotional about the moment.
During the match, the crowd even busted out a "This Is Awesome" chant -- pretty cool, right?