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Ex-WWE superstar Alberto Del Rio says he REALLY WAS attacked by a man with a knife last week -- saying things got violent with the "drunk" assailant when he talked smack to his GF, Paige.

There has been lots of speculation about Del Rio's story -- with no witnesses coming forward, suspicious looking stab wounds and no confirmation from police (despite ADR saying he contacted cops).

But when we saw Del Rio and Paige in NYC, the wrestler shed a little more light on the situation.

"It was an incident with a guy who disrespected my girl and I just got involved in a street fight. I got a little bit hurt, but thank God I’m fine right now."

As for the doubters, Del Rio says the suggestion he would make up the story to cover something else up is "ridiculous."

There's more ... we also spoke with Paige about the fact she violated the WWE's wellness policy twice in 3 months and if she plans to return to the WWE.

As for Alberto, he's been named president of Combate Americas -- a Hispanic MMA franchise -- and says he vows to be the "Mexican Dana White."