Dog described the sensation as an intense pain in the center of his chest -- a feeling like he'd just run 3 or 4 miles -- even though he only did a simple workout. He told FOX31 Denver he could barely breathe and knew something had to be done quickly ... so his assistant took him to get help.

Halfway through the interview, Dog breaks down a little bit, saying he believes the leading factor behind his chest pain was that he'd suffered a broken heart.

TMZ broke the story ... Dog was rushed to a hospital over the weekend for what was first thought to be a heart attack. Docs ran tests and determined that not to be the case ... and Dog's family has stressed the importance of living a healthier lifestyle since the incident.

Dog's wife Beth died in June after a long and hard-fought battle with cancer. Beth will be heavily featured in the upcoming series "Dog's Most Wanted" on WGN America. The show was shot right up until her death and profiles her battle with cancer.