If you’re a fan of monkeys, proceed with caution ... there's now video showing the moment an escaped monkey in Mississippi was shot at in a private backyard Sunday.

Check out the clip ... you can see the moment a monkey falls from its perch under an eave of a house after a woman -- fearing for her children -- gunned it down after discovering it in her backyard. Video shows authorities then carrying its body away by the tail.

We've been covering the story ... a truck carrying 21 Rhesus macaques overturned last Tuesday ... 13 were gathered up by authorities after the incident, while 5 were shot and killed by a deputy on the scene ... after he was mistakenly informed the monkeys were infected with COVID, herpes and hepatitis C. Three escaped. Play video content

TMZ interviewed the

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