Justin Bieber vomited milk  ONSTAGE  during the first show of his new tour in Arizona on Saturday night... ew!

Justin was performing "Out of Town Girl" when he turned his back to the crowd, hunched over and vomited.   He immediately left the stage, but later came back out and finished the show.

He said, "It's hard for me, because I'm feeling really sick, but I want to say 'thank you' to all my fans for making me feel so comfortable . . .

"not really a great feeling when you're throwing up in front of a bunch of people.  But you guys don't judge me, do you?  You love me just the same?  Even though I'm throwing up all over the stage?  You love me that much?  How much do you love me?

"I wanted to give you the best show you've ever seen, so do you mind if I finish it?"

Obviously, Justin was ill, but there may have been another contributing factor:  Milk.  He Tweeted,  "Great show.  Getting better for tomorrow's show!!!!  Love you . . . and milk was a bad choice!  LOL."