In her new up close and personal documentary, Life Is But A Dream, the 31-year-old singer said that she thought the pregnancy was going well thanks to a healthy check up, reported Daily Mirror.
"I heard the heartbeat, which was the most beautiful music I ever heard in my life," she said.
The singer said that she had already started planning motherhood and dreaming about what it would be like.
"I picked out names. I envisioned what my child would look like... I was feeling very maternal," Knowles said in the HBO programme.
But when she went for her next medical appointment, it was very bad news.
"I flew back to New York to get my check up - and no heartbeat. Literally the week before I went to the doctor, everything was fine, but there was no heartbeat."
Following the miscarriage, Knowles turned to music to express her feelings.
"I went into the studio and wrote the saddest song I've ever written in my life. And it was actually the first song I wrote for my album. And it was the best form of therapy for me, because it was the saddest thing I've ever been through," she said.
Knowles and Jay Z went on to have their daughter Blue Ivy last year.
