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Heads to Mountains for Fight Camp

Jake Paul is taking a cue from "Rocky IV" and heading to the mountains to train for his upcoming boxing match ... and TMZ Sports has the video.

He's confident about the fight -- but when it comes to the FBI investigation surrounding him ... not so much.

The 23-year-old was on a hardcore mountain bike ride early Wednesday morning with his team in Mammoth Lakes, California.

FYI, top fighters like UFC star Rafael dos Anjos and others have trained in Mammoth in the past because of the altitude -- it sits nearly 8,000 feet above sea level and many athletes feel it helps with conditioning.