The troubled star made the devastating revelation in the last moments of the two-hour finale of 'Lindsay' on Sunday night (20.04.14), and admitted the loss was the reason she took a couple of weeks off from filming the programme on Oprah Winfrey's OWN network.
Lindsay, who hit the headlines for delaying the production of the show when she took the break, said: "No one knows this, and we can finish after this, I had a miscarriage for the two weeks that I took off."
After a long pause, the flame-haired beauty added: "It's a very long story," and failed to offer any other details.
The 'Mean Girls' star admitted it was difficult to watch the series, which began four days after she left rehab last summer, especially as everyone was criticising her for taking a break from filming.
She said: "That's why on the show when it says she doesn't want to come down, I couldn't move, I was sick. Mentally, that messes with you.
"Watching this series, I just know how I felt at that moment and I can relate to that girl, which sounds kind of crazy, but I'm like, 'Oh my god, this is really sad. Who's helping her?'
"There was a lot going on in my life then. I cried so many times watching it. Because I don't see it as me - it's strange. It's weird."
Lindsay, who has sought treatment for drug and alcohol abuse on six separate occasions, is now determined to stay sober and rebuild her movie career.