Chrissy Teigen and John Legend have said they are "shocked" and in "deep pain" after she suffered a miscarriage.
Earlier this week the model and TV presenter had reassured fans she and the baby boy were healthy after she suffered excessive bleeding.
However, the couple have now shared the news that their third baby has died.
In a statement on social media they wrote: "We are shocked and in the kind of deep pain you only hear about, the kind of pain we've never felt before.
"We were never able to stop the bleeding and give our baby the fluids he needed, despite bags and bags of blood transfusions. It just wasn't enough."
Teigen, 34, also posted a black-and-white picture showing her crying while sitting up in her hospital bed.
Image: Teigen with husband John Legend
In another picture she was seen cradling the baby while Legend gently leaned in.
Teigen, who has children Luna and Miles with Legend, revealed the couple have called the baby Jack.
She added: "We never decide on our babies' names until the last possible moment after they're born, just before we leave the hospital. But we, for some reason, had started to call this little guy in my belly Jack. So he will always be Jack to us. Jack worked so hard to be a part of our little family, and he will be, forever.
"To our Jack - I'm so sorry that the first few moments of your life were met with so many complications, that we couldn't give you the home you needed to survive. We will always love you."
Teigen thanked everyone for their "positive energy, thoughts and prayers" and said her family will now spend time grieving.
She said: "We are so grateful for the life we have, for our wonderful babies Luna and Miles, for all the amazing things we've been able to experience. But everyday can't be full of sunshine.
"On this darkest of days, we will grieve, we will cry our eyes out. But we will hug and love each other harder and get through it."
Image: The couple already have two children - Luna and Miles
Legend, a multi-award winning singer, shared his wife's tweet and wrote: "We love you, Jack." He added five black heart emojis.
On Tuesday, Teigen had updated fans from hospital after being taken in on Sunday.
She shared an update while preparing to have a second blood transfusion, writing on Instagram it "truly truly truly sounds more dramatic than it is".
The couple announced they were expecting a third child in August. They revealed the news in the music video for Legend's single Wild.
Teigen and Legend, 41, have spoken publicly about their fertility issues and their third child was the first conceived without IVF.
If you have had a miscarriage and would like support or more information visit https://www.miscarriageassociation.org.uk/ or Tommy's, or My Miscarriage Matters in the US