Gwyneth Paltrow has opened up for the first time about suffering a miscarriage while pregnant with her third child, revealing the devastating incident almost killed her.

The Oscar winner is famously private when it comes to her marriage to husband Chris Martin, and their children, Apple and Moses, but in a candid new interview with Britain's You magazine, Paltrow has gone public with the loss of an unborn child which left her fighting for her life.

The actress admits her two young kids are keen to have a sibling, explaining, "My children ask me to have a baby all the time. And you never know, I could squeeze one more in. I am missing my third. I'm thinking about it.

"But I had a really bad experience when I was pregnant with my third. It didn't work out and I nearly died. So I am like, 'Are we good here or should we go back and try again?''"

Paltrow does not discuss the details of the miscarriage or how it put her life in jeopardy. The tragedy would have taken place after the birth of her son, Moses, in 2006.

The Shakespeare In Love beauty's heartbreaking secret is one she shares with her best pal Beyonce - the R&B superstar also recently opened up about suffering a miscarriage while pregnant with her first child, describing it as "the saddest thing I've ever been through". She and her rapper husband Jay Z went on to become parents to a daughter, Blue Ivy, last year (12).