We got the Olympic gold medalist in NYC on World Cancer Day and asked if he had a message for Shannen ... who just revealed her breast cancer has returned and is now stage 4.

Scott says Shannen should seek as many medical opinions and options for treatment as she can because that's the best way to survive. Hamilton is definitely an expert on the subject, he's persevered through 3 brain tumors and overcome testicular cancer.

While the diagnosis sounds bleak -- Shannen says she's "dying of stage 4 terminal cancer" -- Scott says there are all kinds of things she can do ... surgery, radiation, chemotherapy, immunotherapy, etc.

We also asked him about Shannen's decision to keep mum on her diagnosis because she wanted to prove she could still work. Scott explains why cancer stigmas don't help patients.