Play video content Exclusive TMZ.com

Jenelle Evans was adamant she NEVER told cops David Eason shot their dog ... but after a little cross examination she conceded that's exactly what she believes happened.

The ex-'Teen Mom' star joined "TMZ Live" Friday to try -- keyword, try -- to clear up confusion over the fate of Nugget.

As we reported ... the Columbus County Sheriff's Office claimed Jenelle walked her story back that David shot and killed their dog, and made the whole thing up for publicity.

Jenelle tried selling the scenario she has no idea what happened to the family pet, but eventually had to admit the obvious ... David killed Nugget after the dog nipped at 2-year-old Ensley, which sent him into a rage.

The thing that made no sense ... that Jenelle couldn't remember what David said on the stand during the custody trial about shooting the dog.