Adrian Peterson tells TMZ Sports he applauds the decision to remove a monument dedicated to a racist ex-Washington Redskins owner ... saying, "It makes me feel good."

As we previously reported, the people who run RFK Stadium dug up and removed their George Preston Marshall statue on Friday -- citing his racist policies of not signing black players for decades.

Peterson, who's been with Washington since 2018, says it's about time.

"Obviously, in different states all over this country, you've got monuments, buildings and stuff and statues that are named after people that owned slaves, people that were racists."

AP believes the tributes were part of a bigger plan to "keep the minorities and the blacks, colored people down."

But, now that there's a movement to get rid of tributes to racists and other bad people, Peterson says "It just shows that God is watching over us to be able to get to a point now where they are removing some of those statuses and trying to pave a new way."

We also spoke with AP about the controversy over the Redskins name.

Peterson says he's constantly trying to educate himself on the issue -- but understands both sides of the argument.

There's more ... AP also talked about how A&A Peterson Family Foundation is helping out during the COVID-19 pandemic and what steps he's taking to protect himself.