The actress was approached by a photog Saturday in L.A. -- where she surfaced for the first time with her son, Kez -- and the obvious was asked ... how's she feeling about the fact that Celtics HC Ime Udoka was found to have been in an extramarital affair with a staffer?

She stayed mostly silent, saying she didn't want to comment -- but when asked if she's working things out with Ime, watch how she reacts ... it's telling. Since the news broke of her fiancé's infidelity, she's kept a low profile -- and hasn't been seen publicly until now.

Also of note ... it doesn't look like Nia's wearing her engagement ring, although she doesn't always rock it when out and about. Still, at a time like this -- it seems important.

As we reported ... sources tell us Nia felt blindsided by the whole thing, especially since he had moved her and their kid to Boston somewhat recently -- even though the investigation had been taking place for months, with no one giving her a heads up until it hit the fan.

We've also been told that the cheating hits close to home -- because the woman with whom Ime hooked up was actually known to Nia personally. She actually helped Nia move to Boston, and was involved in team-related travel too.