'Vanderpump Rules' James Kennedy's Girlfriend Speaks Out After His Arrest

James Kennedy's girlfriend is finally breaking her silence after his arrest for domestic violence ... letting fans know she needs some time, but she's alright.

Ally Lewber -- JK's longtime partner -- took to Instagram Saturday to thank everyone for reaching out to support her in the last few days.

She's quick to say she's doing fine ... but, she's also taking the time she needs -- and asking people to respect her privacy.

As we told you ... law enforcement sources say Kennedy got into an argument with a woman -- whose name has not been released -- and allegedly grabbed her.

In the Burbank Police Daly Arrest Log, an officer spoke to the woman inside a residence who said her boyfriend picked her up and threw her to the ground. Kennedy was arrested for misdemeanor domestic battery upon spouse/co-habitant.

However, sources tell us this arrest isn't the end for James and Ally ... who are staying together despite getting into an argument Tuesday night -- which was all one big misunderstanding.

Ally also hit up Windsor’s New Year’s Eve celebration at Short Stories Hotel in Los Angeles Wednesday ... and sources who saw her there say she didn't act like anything at all happened the night before.

Ally was seen out earlier this week ... seemingly totally unbothered despite all the turmoil surrounding her relationship.

Kennedy lawyers have already released a statement ... saying they're reviewing the allegations and hope the city attorney won't press formal charges.