"Euphoria" star Alanna Ubach says a Lyft driver told her he would deliver a package for her, and she took him at his word ... but he never showed up at the destination -- and she tells us she had over $1,000 cash inside.

Alanna tells TMZ ... this week, a Lyft driver in Hollywood promised her the ride-share app handles package delivery, so she sent him off with a parcel containing a bunch of money wrapped up in paper towels and tape ... but after that, she says, he ghosted her.

The actress says on the app, it looked like the driver got near the final destination, and then turned his phone off ... and the person expecting the package waited outside for 45 minutes after the scheduled drop-off, to no avail.

Alanna says she called Lyft to complain, and was told they don't deliver packages. She says that means the driver was lying ... but she says Lyft told her they contacted him and he denied any knowledge or involvement.

The reason Alanna was sending so much cash ... her sister died in November, whose bills are piling up, and she's had some issues with paying past dues with a check.

She's filed a police report for grand theft ... and LAPD confirms to TMZ they are investigating.

We reached out to Lyft ... so far no word back.