Cyndi Lauper showed her “True Colors” during her Las Vegas residency show Friday night … cursing out a heckler and jokingly threatening to come for them!

Check it out — the pop star was attempting to introduce a song during her show at The Colosseum at Caesars Palace when an audience member got rowdy. She immediately clocked them, saying … “I don’t know what the f*** he’s saying. Please remember where you are, OK?”

She wasn’t done there … Cyndi added, “If you’re trying to shade me bitch, I’m going to come for you. I’m from Brooklyn, and if I want to f***ing talk, I will do a tap dance if I f***ing want!”

Her attitude was met with a round of applause from fans … and she was able to move on with the show.