Famke Janssen -- Cops Investigating CREEPY Incident at NYC Pad

Famke Janssen -- who famously played Jean Grey in the "X-Men" movies -- claims she's been targeted in a crime so creepy, it will make your skin crawl ... TMZ has learned.

Law enforcement sources tell us ... Janssen filed a police report recently saying she returned home to her NYC home this weekend and noticed a children's book in her bedroom ... "The Lonely Doll."

Problem is ... Janssen doesn't own that book and INSTANTLY became weirded out.

To make matters worse, "The Lonely Doll" is about a couple of toys who promise to NEVER, EVER LEAVE each other. It also has a super creepy book cover.

Janssen called police ... believing someone must've broken into her home and placed the book there. Creeeeeeeppppyyyyy.

We're told cops are investigating the incident as a burglary ... and are currently checking out surveillance footage to see if they can identify the creeper.

Sources say there are no signs of forced entry and Famke told police no one has had access to the home.