Lana Del Rey -- I Did NOT Reject Kanye West's Proposal ... to Perform at Proposal

Lana Del Ray NEVER told Kanye West she wouldn't perform during his proposal to Kim Kardashian ... but it does sounds like she said no to someone else.

Lana was heading into the Sunset Marquis in Hollywood last night when we asked about reports saying she turned Yeezy down.

L.D.R. quickly shot the rumors down saying, "I would never deny HIS request" ... but wouldn't say much more.

Conspiracy theory #1 -- Lana was offended Kanye didn't personally reach out.

Conspiracy theory #2 -- Momager Kris Jenner reached out to make it part of the TV show ... and Lana wasn't having it.