The Millionaire showed up Sunday night at RiRi's Fenty x Puma fashion show clearly expecting to cruise right into the Park Avenue Armory - but he was denied because he wasn't on the list.

Jimmy was left out front, surrounded by assistants frantically working phones trying to get him in, but we're told it never happened.

It's shocking because Jimmy & Rihanna hang out at NBA games, & he even hosted her 27th birthday party at his Hollywood Hills mansion.

Sources close to Jimmy tell us he was bummed he didn't get into the bike-heavy fashion show, but he knows it wasn't Rihanna's doing.

We're told someone on his team just screwed up.