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Went Salsa Dancing with Sexy Lady

Yoenis Cespedes didn't seem too concerned about COVID-19 in the weeks before he opted out ... the NY Mets star had been out salsa dancing with a sexy lady and TMZ Sports has the video.

It all went down on July 10 at a restaurant called The Cuban in Garden City, NY -- where the outfielder tore up the dance floor with a bootylicious partner.

The place looks empty in our video -- but the person who shot it tells us it's a bit misleading because the restaurant was actually packed that night.