WARNING: Spoilers ahead!

Kevin Costner says he was totally in the dark about his character's demise on "Yellowstone" ... revealing he learned about the bloody end at the same time as the show's passionate fans.

The actor stopped by SiriusXM's "The Michael Smerconish Program" Monday, where he admitted he didn't realize the show was making its highly anticipated return last night ... which saw his character killed off, upsetting many fans.

He noted, "I mean, I’ve been seeing ads with my face all over the place and I’m thinking, ‘Gee, I’m not in that one.’ I’m not in this season. But I didn’t realize yesterday was the thing."

Here's where Costner dropped a truth bomb, telling the show's host he "found out about [the episode] this morning actually."

He added, "I didn’t see it. I heard it’s a suicide. That doesn’t make me wanna rush to go see it."

Costner previously confirmed his exit from "Yellowstone" back in June ... so, it wasn't a surprise for fans when he did not make an appearance in the show's long-awaited return. However, fans were stunned when creator, Taylor Sheridan, chose to kill off the Dutton patriarch ... seemingly closing the door on any chance of KC making a future appearance in the series finale.

Even Costner seemed wary to confirm his character's death, speculating it might be a "red herring" ... though, made it clear he's out of the loop when it comes to the show.

Despite the Oscar winner's absence in the remaining episodes of Season 5, which is also its final season, Costner was vehement he didn't quit "Yellowstone."

As he put it ... he had several commitments he was trying to juggle at the time, but "it was just too difficult" for the show's team to make it happen.

He continued ... "I accommodated them on those extra two things that changed, things change, and finally when they wanted to change it a third time, because I had my obligations to do, I had 300 people waiting for me, I couldn’t help them anymore."