Nelly Makes Surprise Appearance at Machine Gun Kelly Concert After Arrest

Nelly got a slot at Machine Gun Kelly 's concert over the weekend, and the crowd went wild!

Funny thing is ... the biggest fanboy in the venue was MGK himself, who went nuts as Nelly sang "Grillz" and "Air Force Ones." MGK filmed the rapper and was crazy excited!

Nelly's appearance was part of the annual MGK Day celebration in Cleveland.

Machine Gun Kelly jumped on X after the show with this ... "i should’ve worn my all whites and threw in the colored fat laces."

Nelly's not laying low in the wake of last week's bust at the Hollywood Casino in St. Charles, Missouri.

As TMZ reported ... the rapper won $50k at a slot machine, when casino security ran a background check and discovered an outstanding arrest warrant. Turns out he was driving without insurance, got cited and didn't address it. So an arrest warrant was issued and that's why he got busted -- seriously.

When Nelly was placed under arrest, he was patted down and cops say they found 4 ecstasy pills.

Nelly's attorney has called B.S. on the search, noting prosecutors haven't charged the rapper with drug possession. The lawyer also wants an investigation launched ... claiming the hit maker was searched without probable cause .

BTW ... the casino belatedly forked over Nelly's winnings .

From a bad rap to a good one, all in one week!