Jovan Belcher's Family -- 'We're Overwhelmed with Sadness & Confusion'

Jovan Belcher's family tells TMZ ... they are desperately trying to understand why the Kansas City Chiefs linebacker snapped this weekend ... and are praying for the family of the woman he killed.

As we previously reported, Belcher shot himself at the Chiefs facility in KC early Saturday morning after murdering Kasandra Perkins -- the mother of his newborn baby daughter.

Now, Belcher's family has issued a statement to TMZ ... saying, "As a family, no words can express the sorrow we feel over the loss of Jovan and Kasandra."

"The impact that this inconceivable tragedy has had on our heart is immeasurable; we are overwhelmed with both sadness and confusion. "

"Jovan was our son, brother, uncle, cousin, nephew, grandson, and friend and we will miss him and Kasandra dearly. Our thoughts and prayers are with the Perkins family as they mourn.

We loved Jovan. His kindness, humility, respect and gratitude for family and friends were steadfast. The man we know and loved for 25 years embraced life and excelled at all he put his energy behind. Jovan was overjoyed when Kasandra gave birth to their daughter, Zoey.

He was happy to be a new father both he and Kasandra loved Zoey greatly. The immense outpouring of sympathy and support from Jovan’s friends, teammates, coaches and fans have been a reflection of the impact he had on so many people. Like them, we will cherish the wonderful memories we have of Jovan and we pray that those memories will bring us peace as we grapple to understand the unpredictable and tragic ending of his life and the life of Kasandra Perkins.