Connie Chung -- JUMPS OUT OF A CAKE ... for Hubby Maury Povich

This just in ... CONNIE CHUNG JUST POPPED OUT OF A CAKE!

OK, so it wasn't the traditional "chick in a bikini" jumping out of a cake ... but still pretty fun to watch.

It all went down during a taping of the 2,500th episode of the "Maury" show -- airing on Friday -- when Connie decided to surprise her husband in front of a live audience.

Povich was genuinely excited by Connie's surprise -- but dude had nothin' on the "You're Not the Father" guy. Watch ...