Taking to Instagram on Wednesday evening, Chrissy shared the heartbreaking news with fans.
The 34-year-old model shared a series of deeply candid photographs of herself, her 41-year-old husband John, and their baby son, who they named Jack.
Opening up about the news and her devastating loss, Chrissy 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.
“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.
“Thank you to everyone who has been sending us positive energy, thoughts and prayers. We feel all of your love and truly appreciate you.
“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.”
Husband John also took to social media to mourn the loss of their son.
On Twitter he wrote: “We love you, Jack” alongside a string of black heart emojis.
Chrissy later wrote on Twitter: “Driving home from the hospital with no baby. How can this be real.”
Fans, friends and followers were united in sending both Chrissy and John messages of condolance.
Kim Kardashian was among those offering support, writing on Instagram: “We’re always here for you and love you guys so much.”
Modern Family star Jesse Tyler Ferguson commented: “Sending so much love to you and John and the kids. I wish I could take away your heartbreak.”
While Hailey Bieber wrote: “I’m so so sorry. Thinking of you and John, praying for you guys and sending you so much love during this time.”
On Sunday night, Chrissy had been admitted to hospital as she was suffering from excessive bleeding.
The star had been documenting her pregnancy online and had updated fans with her treatment in hospital.
She had shared updates of the blood transfusions she had received in hospital and had explained that her bleeding issues had been occurring for “little less than a month”.
On Monday, Chrissy explained how she had to check in at Cedars-Sinai Medical Center in Los Angeles after being put on strict bed rest to help with the bleeding.
“We all know I’ve been on bed rest for a few weeks and that’s like super-serious bed rest. I get up to pee and take baths twice a week, no showering, just as little as possible,” she told her Instagram followers.
“But I was always, always bleeding. I’m about halfway through pregnancy and the blood has been going on for about a month, maybe a little bit less than a month.
“We’re talking about more than your period, girls, it’s definitely not spotting. A lot of people spot but it’s usually fine. Mine was a lot.
“Every time I go to the bathroom it would be blood, and honestly just laying there there would be blood.”
She compared the bleeding to “like if you were to turn a faucet onto low and leave it there…It was at the point today where it was never stopping”.
Despite the medical issues, Chrissy said she felt “really good” but was worried about her placenta, which delivers nutrients and blood to the baby.
“In the simplest of terms we can say my placenta is really, really weak,” she went on.
healthy, growing stronger than Luna or Miles.
“He moves so much, so much earlier than they ever did. I’m so excited for him, he’s the strongest little dude.
“He’s the strongest coolest dude in the sh**tiest house.
“So his house is like falling apart. It didn’t have a good foundation to begin with, he didn’t have the strongest chance at the very, very beginning so all we’re doing now is trying to make sure he has a lot of fluid around him and I’m resting as much as possible.”
She added: “It’s just hard because there’s not much we can do. I’m at that weird in between time where it’s dangerous to try anything.
“If me and baby boy can make it through the next few weeks then we can go from there and get through the danger zone.
“It is scary, but scary in the way that there is really nothing to do. I take my progesterone and my iron and we’re trying everything we can.”
Chrissy and John had announced their pregnancy in August.
The couple married in September 2013 after being together for six years.
They have two other children together – a four-year-old daughter named Luna and a two-year-old son named Miles.