Machine Gun Kelly Gets the Finger in Vegas

Machine Gun Kelly got way too hyped-up for his own good during his show in Vegas ... he broke one of his digits.

The rapper was 2 songs deep Sunday at the Drai's Animal House party at The Cromwell when he just banged too hard.

Kelly powered through the pain, and ending up jumping off a balcony into the pool.

And he didn't even drop the mic.