War Machine & Christy Mack -- Happily Together 3 Weeks Ago

Porn star Christy Mack and War Machine were still close enough 20 days ago that they were holding hands in public at an MMA fight.

TMZ obtained the pic taken in Temecula, CA while they were attending the fight ... and their coziness seems to contradict Christy's initial claim that they've been broken up for several months.

Christy's family and friends tell us although the pair "officially" broke up in May ... they still consistently hooked up from time to time. The pic may explain War Machine getting jealous of Christy's new boyfriend Corey Thomas.