Jovan Belcher -- Girlfriend's Family Never Saw Problems

Kansas City Chiefs linebacker Jovan Belcher and girlfriend Kasandra Perkins were an extremely happy couple ... this according to Kasandra's family, who says news of the alleged murder/suicide this morning came as an "utter shock."

Members of Kasandra's family tell TMZ ... Jovan and Kasandra always seemed to be in love. In fact, we're told when Kasandra got pregnant, she and Jovan were "ecstatic." The family says ever since the baby was born in September, the two couldn't have seemed happier together.

The 22-year-old's family says they have NO IDEA why the relationship took a tragic turn this morning -- when Jovan allegedly shot and killed Kasandra before taking his own life -- and news of their deaths was both devastating and unexpected.