Play video content EXCLUSIVE TMZ.com

John Oliver has a message for people still freaking out over Donald Trump pulling out of the White House Correspondents' Dinner ... "WHO GIVES A S**T?!"

The "Last Week Tonight" host thinks the dinner is "bulls**t" anyway ... and the fact Trump's the first prez in forever to skip the event is like the 250th thing on his list of gripes with POTUS.

Dude keeps it all the way real ... until someone asks him to sign a baseball. Then he pretends to be Derek Jeter.