The former "Dancing with the Stars" pro opened up about Chigvintsev on her podcast "Sex, Lies, and Spray Tans" ... saying she grew up in the dance world with Artem -- the two even lived together in her family home, she says -- so hearing about his arrest floored her.

She then says it's hard for her because Artem was her family ... and, a domestic violence arrest doesn't jibe with the Artem she knows.

That said, Cheryl sends well-wishes to Artem's wife, Nikki Bella, and son Matteo ... adding she hopes everyone's fine and safe.

Cheryl first appeared on the 'DWTS' sophomore season, and hit the dance floor for about two dozen seasons after that. She overlapped with Artem on several seasons of the show before retiring from dancing.

Chigvintsev was arrested Thursday morning for corporal injury to a spouse or cohabitant ... and, the radio dispatch call obtained by TMZ reveals Artem captures audio alleging Nikki threw shoes at him, and confirms Artem called paramedics before changing his mind and asking them not to come.

We still don't know for certain who the alleged victim is ... and, Garcia's rep says her client asks for privacy for her family at this time.