There was AT LEAST one gay player on every single NFL team Deion Sanders played on during his career ... so says Prime Time himself.

Deion was on the "Arsenio Hall" show last night when the topic turned to Michael Sam -- the first openly gay NFL prospect.

"He's not the first gay guy in the NFL," Sanders said ... "He's the first one to come out."

"Every team I played on ... I think I played on 5 different teams ... there was someone gay in the locker room."

Deion says he and his teammates always knew who the gay players were and only judged that person based on football ability.