Selena Quintanilla didn't cut Yolanda Saldívar out of her life after her father accused Yolanda of embezzling from Selena's clothing boutique ... because they jetted to Mexico together.

That's what Yolanda's family is claiming, saying they have airplane tickets showing Selena and the woman who would later kill her flew first class to Monterrey only a week after Abraham Quintanilla confronted Yolanda about missing funds.

The shocking allegation is featured in the upcoming Oxygen docuseries, "Selena & Yolanda: The Secrets Between Them."

In a clip from the series, obtained by TMZ, Yolanda's family discovers first-class United Airlines tickets for Selena and Yolanda on March 17, 1995 ... only 8 days after Yolanda was accused of embezzlement.

Yolanda's family says the previously unknown trip raises new questions -- like, why would Selena continue her business relationship with Yolanda after her pops made serious allegations?

Selena's dad fired Yolanda on March 9, 1995, after accusing her of embezzling money from the Tejano star's clothing company, which was planning to open a boutique in Monterrey.

Yolanda ended up shooting and killing Selena 2 weeks after their flight to Mexico ... and now she's serving a life sentence, though she's eligible for parole on March 30, 2025.

In an interview from prison, Yolanda claims Selena would not accept her resignation and wanted to keep her around to run the clothing line and oversee things down in Mexico.

Selena's father has blasted the doc, telling us it's a slap in the face to his family. He also says Yolanda's story is packed with lies.