Diego Sanchez -- the winner of the first season of "The Ultimate Fighter" -- was arrested Thursday in New Mexico ... after he allegedly fired a gun while passing by a crash.
According to KRQE News, officers were working an incident on I-40 in Albuquerque when they say a passenger in a Jeep Gladiator -- later identified as Sanchez -- shot off a round as they vehicle drove by the scene.
Cops then followed the car and pulled it over a short time later.