EXCLUSIVE

Kanye West was deeply moved by the story of a Chicago security guard who was murdered by the cops after he subdued a gunman ... and has stepped up big time to help his family.

West heard the story of Jemel Roberson -- who was gunned down by police after stopping a drunken man with a gun -- and wanted to do whatever he could to lessen the burden on his family. West donated $150,000 to Roberson's family Friday, the goal originally placed on a GoFundMe account for Roberson's family was $10,000.

As we reported ... Roberson was working security at Manny's Blue Room Bar Sunday around 4 AM where several drunk customers were ordered out. One of those customers returned to the bar a short time later with a gun and opened fire.

Reports say Roberson returned fire, subdued the gunman and held him at gunpoint until police arrived ... but when the police officer got to the scene, he shot Roberson, killing him.

Kanye has spent a lot of time in Chicago over the last few months.

As for Roberson ... reports say he was working extra shifts at the bar in order to have some extra money to provide for his son at Christmas.