12:24 PM PT -- Bullock just posted a message on social media remembering Keiosha and Mia ... and it's heartbreaking.
"I never felt so BROKEN in my life!" Bullock wrote. "My 2 queens, my 2 that go super HARD FOR ME! S**t won’t ever be the same, I wish I could’ve talked once last time that day."
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"I failed as a brother to protect you from the harm of these streets. I FAILED TWICE, to be the TRUE BROTHERS KEEPER! You was watching my team go out there and fight the same night shit happen!
Bullock added, "I can’t believe this happen...IM SO SORRRYYYY SISTERS. ILL DO MY BEST TO KEEP THIS FAMILY TOGETHER, and we will work VERY HARD TO SEE WHO TOOK MY SISTER LIFE!"
The sister of New York Knicks player Reggie Bullock was murdered Monday night after cops say she suffered a gunshot wound to the chest in Maryland.
TMZ Sports has confirmed 22-year-old Keiosha Moore was shot just a few miles from Downtown Baltimore sometime Monday evening ... and walked to a nearby hospital with a bullet wound in her chest.
Police say they responded to the hospital at around 7:48 PM ... but Moore was pronounced dead a short time later.
Cops say the person who shot Moore is still unknown ... and add they have launched an investigation into the shooting.
Bullock wrote on Twitter on Tuesday night, "GUN VIOLENCE I WILL LEAD OMM💔"
It's the second time 28-year-old Bullock has had to go through this tragedy ... back in 2014, another one of Bullock's sisters, Mia Henderson, was killed in what appeared to be a hate crime for her being transgender.
Bullock has talked often about how that shaped his life ... saying on "The Herd" back in 2016 Mia taught him how to be a strong person.
Bullock has since been extremely active in communities to help stop bullying.
The Knicks announced Tuesday that Bullock's teammate, Dennis Smith Jr., is also dealing with a tragedy this week ... saying he lost a close relative recently as well.
“Our Knicks family is deeply saddened by the sudden passing of two of our players’ close family members," the team said in a statement.
"At times like this, we are reminded that life is bigger than basketball. Our thoughts are with them and their families.”