Shad Gaspard Shared Touching Video at Beach with Son Days Before Going Missing

This is heartbreaking -- Shad Gaspard was hanging at the beach with his son and shared how blessed he felt about life ... just days before the former WWE star went missing during a swim with his kid.

Gaspard posted a few photos of his 10-year-old boy -- along with a clip of them walking together by the ocean -- on May 6, and wrote ... "Love the life I built for my self and my family."

It's pretty clear ... Shad and his son enjoy spending some quality time together at the beach.

Sadly, as TMZ Sports first reported ... Gaspard went missing Sunday afternoon after he and his boy were among a group of swimmers who got caught in a strong rip current at Venice Beach in L.A.

Lifeguards were able to rescue the boy after Shad directed them to his son first, but the 39-year-old ex-pro wrestler reportedly submerged after a wave crashed on him ... and hasn't been seen since.

Officials are still scouring the area looking for Gaspard, and shared a photo of him taken earlier in the day in hopes he will be found.