Kate, 31, took to Instagram last week, where she told followers that she and husband Rio Ferdinand had sadly lost a baby at 12 weeks.
Posting after taking some time off social media to be with her family, Kate said: "I've been taking some time off my phone to be with my family, but have just caught up on all of your messages - thank you so much for all of your love & well wishes."
Kate announced the sad news last week, explaining that she had been attending her 12-week scan with she was told by doctors that her baby had no heartbeat.
Posting a black and white photo of her legs wrapped in a hospital gown, Kate told her 1.4 million followers: "The last time I was in this hospital I was having Cree, but this time it was because our baby had no heartbeat in our 12 week scan and I had to have surgery."
She continued: "We were so excited & planning a space for our new baby in our family, we just couldn’t wait to share our news with you all, but unfortunately sometimes life just doesn’t go as we plan.
"So much to say, but somehow I can’t find the words. Absolutely devastated & heartbroken …but couldn’t be more grateful for the hugs I got from my big(er) babies coming through the door when we arrived home."
Kate and Rio welcomed their first child, Cree, together on 18 December, 2020. She is also stepmum to Rio's three children, Lorenz, 15, Tate, 13, and Tia, 10.
Women in the comments section thanked Kate for being open about her loss, with many sharing their own devastating experiences.
One Instagram user said: “No loss is easy, we lost baby one at 11 weeks and baby two at eight weeks. Thank you for sharing so many women feel ashamed or alone… your sharing will help someone.”
While another woman wrote: “Just had my second MC, so important that we don’t feel alone. Thank you for your share too. Lots of love.”
A third comment read: “We lost one at 14 weeks six weeks ago! Told everyone at 12 weeks as you do and was told maybe next time don’t tell people so early. Why not? I had done nothing wrong.”
If you've been affected by any of the issues in this article, contact pregnancy charity Tommy's at www.tommys.org