“We are shocked and in the kind of deep pain you only hear about, the kind of pain we’ve never felt before,” said the statement posted to each of their verified Twitter accounts.
“We were never able to stop the bleeding and give our baby the fluids he needed, despite bags and bags of blood transfusions,” the post said. “It just wasn’t enough.”
With the first two pregnancies, the statements said the couple waited to name the baby until after delivering, but this time they had already begun calling “the little guy in my belly” Jack.
“He will always be Jack to us,” the statement said. “Jack worked so hard to be a part of our little family, and he will be, forever.”
Though she was open about her struggles getting pregnant, Teigen recently said IVF pregnancies felt “untouchable and safe” and that this pregnancy left her feeling “eggshelly.”
Teigen was about halfway through her pregnancy and bleeding significantly, she said earlier this week. She asked fans not to diagnose her, and revealed that her placenta was “really, really weak.”
The couple expressed their gratitude for their children and the experiences they have had.
“But everyday can’t be full of sunshine,” they said. “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.”
CNN’s Leah Asmelash and Toyin Owoseje contributed to this report.