Dustin Johnson -- I DON'T HAVE A COKE PROBLEM ... But I Booze Too Much

PGA stud Dustin Johnson -- who's engaged to Paulina Gretzky -- says he's NOT a cokehead ... but admits he has struggled with alcohol abuse in recent years.

Johnson has been away from pro golf for the past few months ... ever since he reportedly tested positive for cocaine TWICE -- though Dustin denies the reports.

In fact, when he was asked specifically about cocaine use in a new interview with Golf.com, Johnson said, "I did not have a problem. It’s just something I’m not going to get into. I have issues. But that’s not the issue.”

So, what WAS the issue? Sounds like booze played a role ... with Dustin saying he's cut back on the alcohol and is trying to learn how to drink in moderation.

"I don’t miss waking up with a hangover, and I didn’t drink very often. It was just when I did it was a little too much."

DJ says he even had a $1,000 bet with Wayne Gretzky and eight other pals to see who could go into January without drinking.

Dustin is also adamant he never entered a rehab center -- but says he did hire a team of experts, including a life coach, to help him get his life back on track.