Kenan Thompson -- Parking Violation ... WHAT UP WITH THAT?!

Live, from New York ... it's Kenan Thompson in a gold suit begging cops not to tow his fancy car ... and TMZ has the pics.

The photos were taken in front of 30 Rock on Thursday -- presumably during an "SNL" rehearsal (though it would be way cooler if Kenan rocked that gold suit around outside work).

Sources tell us ... Thompson was parked illegally and cops were getting ready to hook it up to the tow truck when Kenan came running outside ... and pled his case for mercy.

In the end, Kenan emerged victorious ... cops didn't tow the ride -- but sources tell us Kenan was hit with a small fine. It's OK, he can afford it.

We reached out to Kenan for comment -- to no avail ... but it doesn't really matter ... 'cause this here is REAL!!!