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Millie Bobby Brown didn't need Eleven's powers to protect herself from David Harbour ... insisting the two didn't have any issues despite rumors of bullying.

The actress dove into their relationship during a conversation about the final season of "Stranger Things" with Deadline ... saying she felt safe around everyone on-set -- and she has a particularly strong bond with Harbour.

Brown points out Harbour plays her dad on the show ... so, the two have acted opposite each other for years and built up quite the rapport.

Millie says they have some intense scenes in this season she think fans are really going to love, too ... adding those scenes make her "want to bring my A game every single time I see that I’m on the call sheet working with him because I know he’s bringing it r

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