Bob Baffert on Kentucky Derby, 'Hell Of a Way to Lose'

Legendary horse trainer Bob Baffert is breaking his silence on that insane Kentucky Derby ending --measuring his words carefully ... but telling TMZ Sports the whole thing was "crazy."

"Hell of a way to lose," Baffert said about Maximum Security -- who crossed the line first Saturday but was later DQ'd after officials say MS illegally impeded the path of other horses.

Maximum Security's owner, Gary West, now says his horse will NOT run in the Preakness later this month.

What's interesting ... Baffert says he worked for West this year -- training West's other horse, Game Winner, for the Kentucky Derby. Game Winner finished 5th in the race.

Game Winner was one of THREE Baffert-trained horses that ran in the 2019 Derby, running with Improbably and Roadster.

Look, Baffert's horses have won FIVE Kentucky Derbies over the years -- and he plans on having more horses run the race in the future ... so you can probably understand why he wouldn't go scorched Earth on Derby officials.

As for Baffert's other horses -- Improbably finished 4th and Roadster finished 15th.

Someone who didn't hold back? Donald Trump ... who said the Derby sucked.

"The Kentucky Derby decision was not a good one," Trump tweeted over the weekend.

"It was a rough & tumble race on a wet and sloppy track, actually, a beautiful thing to watch."