Meghan, the duchess of Sussex, revealed on Wednesday she had a miscarriage earlier this year.
In an essay for the New York Times, Meghan said she realized she was losing her unborn child while getting her firstborn son, Archie, ready one morning in July.
She wrote in the piece: "After changing his diaper, I felt a sharp cramp. I dropped to the floor with him in my arms, humming a lullaby to keep us both calm, the cheerful tune a stark contrast to my sense that something was not right.
"I knew, as I clutched my firstborn child, that I was losing my second."
The duchess, who in 2018 married Prince Harry, duke of Sussex, went on to say that the "only way" the royal couple could heal was to ask each other "Are you ok?"
She also urged others to ask the same question during the annual holiday of Thanksgiving, which is due to take place in the United States on Thursday, as "we are more connected than ever" due to the ongoing trauma brought by the outbreak of the coronavirus.
Prince Harry's uncle Charles Spencer, who is the brother of Harry's mother, the late Princess Diana, said it was "so very, very sad" to hear about the miscarriage.
Speaking as a guest on the British talk show "Lorraine," hosted by Lorraine Kelly, the earl said: "I can't imagine the agony for any couple of losing a child in this way."
The duke and duchess of Sussex stepped down as senior royals earlier this year to start a new life overseas.
As a result of their resignation, they are no longer called his royal highness and her royal highness, the duke and duchess of Sussex. They are only referred to as the duke and duchess of Sussex.
The couple are now living in California with their 1-year-old son Archie.