Chelsea Handler wishes that what happens in Mexico ... would stay in Mexico, but we have video of the funny lady getting wild in Cabo San Lucas!

Handler, who is currently single and ready to mingle, hit up Cabo's El Squid Roe nightclub and didn't hold back from raising the roof. Oh, and the late-night talk show host, wearing stripes, also managed to get grinded by a not-so-fit hombre (who just happens to be a writer on her show).

Lo siento, Chelsea. What would your sidekick Chui think?