A former bodyguard for Brian ThompsonThe CEO of UnitedHealthcare who was shot in NYC is in complete disbelief that the CEO had no security when he was murdered.

Philip Kleinwhose Texas-based security firm Klein Investigations had provided bodyguards for Thompson back in the 2000s, tells TMZ … he was “shocked and amazed” to see that the high-profile CEO had no “detail” (at least 10 security guards) with him him when he’s out and about in Manhattan – given the malevolence that the insurance industry often faces.

He also says that Thompson should have worn a vest in addition to the guards at his side, but adds…he probably didn’t have it on for personal reasons.

Philip believes UHC now has an explanation for Thompson strolling into the Hilton alone, as the late businessman should have done never was alone outside. But here too it is ultimately his decision.

He says Thompson was a “nice guy who was a real go-getter” when he covered for him… Still, he’s not surprised the CEO may have had a target on his back.

As Klein puts it…it is well known that the insurance industry generates a lot of animosity, and points out that Thompson’s death should be a “lesson” for other large companies – their CEOs and executives need to be protected.

As TMZ previously reported, it was Thompson fatally shot Wednesday morning in front of New York’s Hilton Hotel. Police have described it as a “premeditated, pre-planned targeted attack” … because the assassin was seen loitering at the scene minutes before Thompson arrived.