Jason Collins' Ex-Fiancee -- I Had NO IDEA He Was Gay

The woman who was once engaged to NBA star Jason Collins tells TMZ, she had NO CLUE he was gay at the time of their relationship ... in fact, she only found out last weekend ... and she was floored.

Carolyn Moos (who played a few seasons in the WNBA) dated Collins for seven years and was engaged to him until they broke up in 2009 ... after Collins pulled the plug on their wedding.

Carolyn tells TMZ, she never once suspected he was gay, so the news is shocking. She says Collins eventually revealed everything last weekend -- just days before his big announcement -- and said that his homosexuality was the real reason he ended things with her.

At the time of their breakup, Carolyn says Jason gave a bunch of BS reasons for calling it quits ... and she could never understand what went wrong, until now.

Carolyn -- who's back on the hunt for Mr. Right -- tells us, "It's very emotional for me as a woman to have invested 8 years in my dream to have a husband, soul mate, and best friend in him. So this is all hard to understand."