Herschel Walker -- Dude Looks Like A Lady ... Goes Gaga At Vegas Show

AWESOME VIDEO ALERT ...

TMZ Sports is about to show you NFL legend -- and MMA fighter -- Herschel Walker dressed as Lady Gaga and dancing to "Luck Be A Lady Tonight" in front of a packed house in Las Vegas.

It happened Thursday night in Sin City when master ventriloquist Terry Fator called Herschel up on stage during his show at the Mirage ... and what came next was so epic, you just need to watch.