Yung Miami says her association with Diddy affected her pocketbook ... claiming she lost money -- and more -- because of her relationship with the mogul.

The rapper sat down for an interview with Charlamagne tha God on "The Breakfast Club" Tuesday ... and he asked her if being tight with Diddy had cost her something in the real world -- something more substantial than an influx of online hate.

YM says it cost her views, money -- and even relationships with people in her life ... all of which has been very hard on her.

She also talked about why she's stuck by Diddy despite all the controversy surrounding him ... and she explains it's because Diddy's always been good to her, and completely changed her life. She says she judges people based on personal knowledge -- not based on public opinion.

Of course, Diddy's persona non grata in Hollywood right now after he was arrested and hit with multiple charges, including sex trafficking. While he was acquitted on three of five charges -- the jury found him guilty on two counts of transporting people across state lines for prostitution -- he's still on the outs with many online and in the entertainment business as he serves his 50-month sentence.

As for whether Yung Miami feared being called to testify at his trial ... watch the clip all the way through to hear her unequivocal response.

Bottom line ... Diddy isn't everyone's favorite person right now -- and Yung Miami says she's paying the price for her loyalty.