J.R. Smith Holds Miracle Preemie for 1st Time ... 'One of the Greatest Days of My Life' (PHOTOS)

J.R. Smith's miracle continues ... the NBA star finally got to hold his preemie daughter (born after only 21 weeks) ... and says it's one of the greatest days of his life.

As we previously reported, Smith's wife gave birth to baby Dakota in early January almost 5 months before her due date. Dakota only weighed 1 pound at birth.

Now, more than a month later ... Dakota is still fighting and doctors determined she's strong enough to allow her parents to hold her in the NICU.

Smith posted a photo of their first "skin to skin" session. Smith wrote, "Today is one of the greatest days of my life. Today I get to hold my youngest for the first time! GOD is GREAT! #DakotaStrong."

J.R.'s entire family has been by Dakota's side at the hospital -- even reading to her as she continues to battle.