Natasha Lyonne claimed she was detained by ICE after being escorted off a plane Tuesday night ... but DHS tells TMZ that's not true.

A spokesperson for the Department of Homeland Security told us Friday ... "Neither ICE nor TSA escorted or detained Natasha Lyonne."

ICYMI ... Natasha was removed from a Tuesday night red-eye from L.A. to NYC because she seemed "out of it" and wasn't responding to flight attendants when they asked her to put her laptop away.

The actress later addressed the incident on X, saying she popped a Lunesta before the flight so she could sleep on the plane ... and that's when she alleged ICE detained her.

Natasha still managed to make it to the Big Apple for Thursday's premiere of "Lorne," the documentary about 'SNL' boss Lorne Michaels.

And Friday, she cryptically commented on X that she's "grateful and doing pretty good" ... while musing about whether or not people actually mean it when they ask how someone's doing, or if they're okay.