EXCLUSIVE

Joe McKnight's CFL teammates are "in total disbelief" he was killed in a road rage incident ... with one member of the squad telling TMZ Sports McKnight was "the coolest dude ever" and would never get violent.

We spoke to Jeff Knox -- the starting middle linebacker for the Saskatchewan Roughriders of the CFL -- who tells us the team was shaken to the core when they heard the sad news.

"We have a team group chat, no one believed it at first. I was like NO WAY this could happen to Joe, the guy never looked for any trouble, just wanted to play football and get home to his kids."

Witnesses say McKnight was actually attempting to apologize to his gunman before he was killed ... and, according to Knox, that's exactly who he was.