Play video content EXCLUSIVE TMZ.com

"Vanderpump Rules" star Jax Taylor is suddenly singing a much different tune -- saying he never banged Lindsay Lohan ... despite admitting the exact opposite on TV a couple days ago.

We got Taylor in NYC on Tuesday, and he flatly denied the story that came out during his "Watch What Happens Live!" appearance. His pal Tom Schwartz spilled the beans about Jax and LiLo, and Jax totally went along with it.

But now he had the nerve to tell our photog, "I don't know where people are getting that."