The 27-year-old 'Mean Girls' star made the announcement in the season finale episode of her reality series. She said it was the reason she took a couple of weeks off from filming the programme for Oprah Winfrey's OWN network, reported TMZ online.
"No one knows this. I had a miscarriage for those two weeks that I took off," she said.
Lindsay made the revelation on her show while explaining why she did not shoot for a few days.
"It is a very long story, but 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.
Lindsay declined to identify who the father was or say how far along in the pregnancy she was at the time of the miscarriage.