The 'Halo' singer is said to reveal how her loss inspired her to write the saddest song of her life, reported Digital Spy.
Beyonce's husband Jay-Z sparked rumours that the singer had previously suffered a miscarriage before the birth of daughter Blue Ivy when he penned a track about her last year.
In the song he rapped, "Last time the miscarriage was so tragic/We was afraid you'd disappear/But nah baby you magic."
Beyonce also opens up about her successful music and acting career in the self-directed documentary, which airs on February 16 on the cable network.
She will also take to the stage next weekend for her much-anticipated Super Bowl halftime performance and has posted rehearsal pictures teasing her set.