Suge Knight says he talked to Capricorn Clark after Diddy allegedly threatened to kill her over her ties to Death Row Records … and he tells us Capricorn absolutely thought Diddy would follow through.

The former Death Row Records owner joined us on “TMZ Live” Tuesday and we asked him about some of Clark’s explosive testimony in the Diddy criminal trial.

Clark — who worked for Diddy as an assistant and in other roles — told the jury Diddy took her to Central Park on her first day of work and threatened to kill her because she used to work for his rival, Suge.

Suge also says Capricorn told him she felt scared, afraid, pressured and helpless.

Clark was super emotional during a long day of testimony — getting choked up on the witness stand talking about her time working with Diddy and Cassie — and it sounds like Suge has a soft spot for her … he has two kids with one of Clark’s closest friends and has known her for decades.

We also asked Suge about Clark testifying that during her time with Bad Boy she was questioned for 5 days over some missing jewelry, was subjected to a lie-detector test and was told if she failed the polygraph she would be thrown in the East River … and Suge told us why Bad Boy and Death Row are more alike than folks might think.