Lyle Menendez was constantly injured during his early days in jail, his ex-wife says … but, he kept a sense of humor through it all and never spilled on exactly what happened to him.

We spoke with Anna Eriksson — Lyle’s wife from 1996 to 2001 — who tells TMZ she went to visit Lyle quite a bit when he was first incarcerated … and, he was clearly suffering from a series of injuries when she saw him.

Eriksson says she once saw the white of his eye was blood-red … and, another time he couldn’t even walk properly. Anna says she sent Lyle new shoes but later noticed he was wearing some old ones she didn’t recognize — and, she believes the new ones were taken from him by force.

Despite the obvious issues, Anna says Lyle never opened up to her about what he was going through … claiming instead he was injured playing basketball. He never complained, she said, despite living a brutal experience.

On one occasion, Anna remembers the warden at the prison where Lyle was doing time telling her that Lyle needed to come out of his cell to avoid adding more time to his sentence.

When she told Lyle this, he responded by explaining he saw a fellow prisoner’s throat slit one day … and, he didn’t want to leave his cell in the morning after that because he feared for his life.

Anna says the brothers’ phone calls with their therapists and a priest helped the brothers to calm down and care for themselves behind bars. The help allowed the Menendez bros to better deal with their emotions.

As we told you … Erik spoke with Harvey and Mark Geragos on the “2 Angry Men” podcast about the brutal beatings he and Lyle suffered early on in prison. Their treatment has improved over the years, we’re told … and, Richard J. Donovan Correctional Facility in San Diego has been a much less dangerous environment for the brothers.