Glamour model Katie Price, aka Jordan, had suffered a miscarriage just weeks before her marriage to Aussie singer Peter Andre broke.
While speaking to Britain's Got Talent judge Piers Morgan, the 31-year-old beauty revealed that she was almost 10 weeks pregnant when doctors told her that the foetus' heart had stopped.
The reality TV star revealed that she fell pregnant during the couple's three-month stay in Los Angeles this year.
"Even though we were still bickering and I shouldn't have gone to America, we were happy because it's a baby, it's an amazing thing when you have a baby," the Sun quoted Jordan as saying.
But when she arrived in UK, and went for scan, doctors could find any heartbeat.
Although they found high levels of a hormone produced by the embryo, giving her a hope that her baby was still alive, she was told to come back for further tests in a few days.
"I went in thinking, 'He's going to be great, he's going to see a heartbeat.' And it was on the screen and you know they poke the thing around, he said, 'No it's, it's died, it's gone,'" said Jordan.
She had an immediate termination, six days before running the London Marathon on April 26.
Meanwhile, Andre is furious with Jordan for revealing their loss.
"It was Peter's child as well and Peter is devastated and deeply disappointed that Kate has chosen to speak out about this and their marriage. It is a private matter," said Andre's spokeswoman.