Baltimore Orioles pitcher Miguel Castro says he's lucky to be alive today ... he says he was robbed at gunpoint and would have been shot during the attack if the weapon hadn't jammed.
The 25-year-old said Tuesday he was on his way to train in the Dominican Republic when he was jumped and robbed by two men.
Castro claims the guys took his chain ... and then attempted to shoot him -- but says the gun locked up on the criminals.
"I'm alive by the mercy of God," Castro said on social media .