Lamar Odom -- Moving On From Khloe ... At Vegas Strip Club (Video)

Nothing helps you get over a D-vorce like a G-string ... just ask Lamar Odom ... who hit up a famous Vegas strip club this weekend ... just days after he and Khloe finally decided to end their marriage.

TMZ Sports has learned ... the former NBA star hit up Crazy Horse 3 in Vegas on Friday -- where he was seen cozying up with 3 of the dancers for a few hours.

Our strip club sources tell us Lamar ordered 2 bottles during his time in the club ... but don't worry, no booze -- it was Perrier.

((UPDATE -- oops, turns out Odom WAS drinking ... the Perrier wasn't the water, it was Perrier-Jouet champagne, which runs about $1,100 per bottle at the club. And Odom had TWO.)

Our strip club sources tell us Odom seemed like he was having a good time -- and didn't seem to be sad or depressed about the whole divorce thing.

Naked women tend to make people forget about their problems.