Don't Speak, Blake Shelton ... just enjoy seeing your wife, Gwen Stefani, and her No Doubt bandmates on the Sphere stage!

The country music star made it out to Sin City on Saturday to support his better half ... clapping, laughing and cheering her on as the group dominated the stage.

Stefani pointed out Shelton's presence at another point in the show ... acknowledging he pulled up for her -- leading to some cheers from the audience.

We broke the story ... Shelton couldn't attend Stefani's Sphere debut earlier this month -- not by choice, but because he had his own gig in The Colosseum at Caesars Palace, right down the block from Gwen.

Blake didn't mince words onstage that night ... jokingly calling his manager a "d***head" for booking them on the same night.

Gwen's kids -- Kingston, Zuma and Apollo -- couldn't make it either ... school comes first, sources told us.

No Doubt's residency at the Sphere runs through June 13 ... and thankfully, Shelton had at least one night where he didn't have to perform, too!