Televangelist Jim Bakker was laid to rest Monday ... but his son, Jay, was notably absent from the funeral.

Jay -- who's also a pastor -- shared a video on Instagram to be played at his father's service, explaining they had a "complicated relationship" and revealing why he skipped.

Jay says he was able to see his dad before he passed and had some good conversations.

He explained that's why he was a no-show for the funeral ... because he felt he got to say goodbye in-person.

Jay, whose mother was Televangelist Tammy Faye Bakker, also thanked his family's supporters in the caption, writing ... "Those of you who have stood up for me and my family during this tough time by encouraging others to allow us to process this loss have been priceless."

He added ... "It’s a very difficult perspective for some to grasp and I understand the struggle to sympathize much less give a damn."

As we previously reported, Jim was in hospice care in Missouri when he died last week. Still no word yet on cause of death.