Justin Bieber and Selena Gomez -- Screw Banging ... LET'S DANCE!!

Justin Bieber and Selena Gomez got hot and sweaty for a few hours Friday afternoon in Texas ... and they even had someone watch -- but it wasn't the cuckold you're imagining.

J.B. and Selena hit up Action Dance Studio in McAllen, TX yesterday after their coffee date ... spending 2 hours in a private rehearsal space with a choreographer.

The door was covered with a plastic mat during the sesh ... and security stood guard. The owner says the couple seemed "really close and into each other."

What we don't know ... why there were in a dance studio.