EXCLUSIVE

Rodney King's fiancée is telling friends Rodney had been drinking all day Saturday ... and had smoked weed in the hours leading up to his death ... sources close to King tell TMZ.

According to our sources, King's fiancée, Cynthia Kelley, is telling friends King was at the house all day drinking, and he smoked marijuana at some point, before she went to bed at 2:00 AM.

We're told Kelley says she next saw King at around 5:00 AM when she was awoken by him screaming in the backyard. Our sources say Kelley found King naked, banging on the glass, and she called out to him, "What's wrong, Rodney?"

Kelley is telling friends she then went to grab her phone when she heard a big splash. She then went to the backyard and discovered him in the bottom of the pool and called police.