Davy Jones -- lead singer of The Monkees -- has died ... TMZ has learned.

An official from the medical examiner's office for Martin County, Florida confirmed with TMZ they received a call from Martin Memorial Hospital informing them that Jones had passed away.

Jones is survived by his wife Jessica and 4 daughters from previous marriages. He was 66-years-old.

Jones joined The Monkees in 1965 ... along with Micky Dolenz, Michael Nesmith and Peter Tork ... and together they churned out a bunch of hits including, "Daydream Believer, "Last Train to Clarksville" and "I'm a Believer."

The group was initially cast by TV producers who wanted to create a scripted series about an actual rock n' roll band.

UPDATE -- A rep for Davy tells TMZ the singer died from a heart attack this morning.