Jonathan Majors Says He Was Shocked by Guilty Verdict in First Interview

Jonathan Majors is maintaining his innocence even after being found guilty by a jury of his peers -- saying he was shocked by the verdict in his first televised interview.

The actor spoke to 'GMA' in an exclusive sit-down that aired Monday, and Linsey Davis was asking him some pretty hard questions ... including whether he did what he'd been accused of by the Manhattan D.A.'s Office -- namely, assaulting his ex-GF Grace Jabbari.

Majors insists he did not ... which is why he says he was stunned by the result, a conviction on two of four counts -- including harassment and assault, albeit the 2 lesser charges.

Davis asks him how Jabbari might've sustained her injuries if it wasn't him ... and he shrugs his shoulders, saying he has no idea -- but that he'd love to figure it out to find some peace.

JM was also grilled about this wild audio in which he's lecturing Jabbari about how she needed to be more like Michelle Obama and Coretta Scott King if she wanted to be with him.

Jon says he was simply pointing out great people he aspired to be like ... defending his rant.

There are other highlights, but these are the big ones -- and Majors ends by expressing regret over how he handled things with his ex. He says he should've been man enough to leave her before that night ... and also says he shouldn't have been in the car with her.