The 29-year-old singer said she struggled to deal with her stillbirth back in November, 2010, reported Femalefirst.
"I think it's difficult for anybody regardless of what world they live in and actually what I took home from that experience was...
"Even though it was the most unfortunate thing that can ever happen to a person, I was very fortunate in the sense that I have a loving partner to go home to and share that experience with," she said.
Allen also hit out at the critics who claimed she had more interest in partying than her family when she was saw hanging out with Chris Martin.