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Thanksgiving arrives with a side of family drama for "Real Housewives of Salt Lake City" star Mary Cosby ... because her son is going through a divorce.

Robert Cosby Jr. 's wife, Alexiana Smokoff , beelined it to a Utah court Monday and filed to divorce the reality star's son ... according to new legal documents obtained by TMZ.

The docs — which were filed in Utah — are under seal ... so, at least for now, there's no way of knowing the reason for the split ... ditto for any details on what she’s looking for in terms of spousal support, division of property, etc.

Robert's appeared on 'RHOSLC' a few times over the years ... and during season 4 there was a storyline about Mary learning Robert had secretly gotten married right under her nose. The wedding reportedly went down i

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