Britney Spears announced on social media that she lost her baby "early in the pregnancy."
In a post on Instagram, Spears called the revelation a "devastating time for any parent."
The 40-year-old pondered whether she should have waited to announce her pregnancy, but said she was "excited to share the good news."
Spears added that she and her fiance Sam Asghari will continue trying to expand their family.
The pop star has two teenage children with her ex-husband Kevin Federline.