President Donald Trump took a break from campaigning before this week's midterm elections to throw a jungle-themed Halloween shindig at Mar-a-Lago ... schmoozing with fine-feathered and "rich" friends.

And to quote Stefon from "SNL" ... this over-the-top party had everything -- caviar, puppets, a live zebra!

Of course Trump's costume was naturally himself.

The prez told reporters ... "I came as Donald Trump. I didn’t have time to get -- people spent a lot of time and money. Rich people. They spent nine hours getting ready. I had 10 minutes, so I came as Donald Trump."

In addition to caviar, the party offered Alaskan king crab and also had a zebra present.

When it comes to Tuesday's midterms ... he told reporters ... "I feel very good. I mean, I feel like we’re doing well. The country has never done better."