On Saturday night’s episode of Livin’ Lozada, it’s revealed that Lozada’s pregnancy earlier this year ended in miscarriage.
“When I went to my first appointment, everything looked great,” Lozada, 39, tells PEOPLE exclusively. “My progesterone levels were good.”
Lozada and her fiancé, L.A. Dodgers outfielder Carl Crawford, are already parents to 15-month-old son Carl Leo. The pregnancy came as a surprise to the couple, Lozada says she was naturally excited.