Diddy created the image, "What me worry?" Thursday night as he took his twins to hit up Topgolf in Miami ... the same town where feds raided one of his homes earlier this week.

Diddy flashed a peace sign as he left with 17-year-old daughters Jessie and D'Lila. The girls smiled as Diddy walked behind raising his 2 fingers. You can't look more chill than the Sergio Tacchini velour tracksuit he was rocking.

We're told everyone was in good spirits as they played for 2 hours, although behind the scenes it's anything but calm in the Diddy camp.

As you know, both his Miami and L.A. homes were the subjects of a Homeland Security raid Monday, where federal agents zeroed in on electronics, including cell phones and computers.

TMZ broke the story ... the feds are in the process of issuing a slew of subpoenas. They're especially interested in manifests from private jet companies to figure out who Diddy flew from state to state and out of the country.

Diddy is a target in a sex trafficking probe, and the manifests will help investigators determine if these allegations bear fruit by tracking down the various passengers and interviewing them.

We covered it all on the latest episode of The TMZ Podcast, available on all podcast platforms.