KELSEY GRAMMER hit up the Playboy Mansion Halloween party over the weekend . . . with his 3-month-old daughter Faith.

--TMZ says the baby was, quote, "tucked into her bassinet as the music blared" and Kelsey, quote, "whooped it up at a table next to PARIS HILTON just after midnight."

--That didn't sit well with Playmate MELISSA MAY.  She Tweeted, quote, "Why the [eff] does Kelsey Grammer have a newborn baby at the Mansion party!?!?!?"