Cops say McKnight did NOT have a gun at the time of the shooting.
Emergency responders tried to administer CPR but to no avail.
Ex-NFL running back Joe McKnight was murdered in a road rage shooting in the New Orleans area ... law enforcement tells TMZ Sports.
The incident occurred at 2:43 PM. Family members identified the 28-year-old at the scene.
A witness told NOLA.com ... she saw McKnight trying to apologize to another man after some sort of traffic incident.
The witness says the man then pulled out a gun and shot McKnight -- and while standing over him screamed, "I told you not to f*** with me" ... then fired another shot into his body.
He played college ball at USC. He was drafted by the NY Jets in 2010.
In a statement to TMZ Sports, the Jets said, "Joe McKnight was a loving father and a genuine, kind-hearted person. It is sad when life is taken in what appears to be such a senseless act of violence. Joe you will be missed."
Joe was currently playing for the Saskatchewan Roughriders in the Canadian Football League.
Roughriders president and CEO Craig Reynolds issued a statement saying, "We are saddened to hear of the tragic loss of Joe McKnight."
"Losing a member of our Rider family this way is an unthinkable occurrence. Our thoughts and prayers are with Joe’s family, teammates and coaches."