The 39-year-old star revealed she found out the devastating news shortly before her husband - who cheated on Katie with her best friend Jane Pountney in 2014 - had an affair with their children's nanny, Nikki Brown.
Speaking on British TV show 'Loose Women' on Tuesday (05.09.17), she said: ''I had a miscarriage before, four days later I found out.''
Katie's fellow 'Loose Women' star Andrea Mclean admitted such information was known ''behind the scenes'', but not in public.
The star - who has three-year-old daughter Bunny and four-year-old son Jett with former stripper Kieran - is a regular on the show, and was appearing alongside her mother Amy Price after her mum was diagnosed with lung disease and given just years to live.
Katie - who also has sons Harvey, 15, Junior, 11, and nine-year-old daughter Princess - recently admitted she is going to focus on her horses and kids following Kieran's affair.
She said: ''I've never been single. To me I just want to do my work, horses and kids - not in that order so don't think I'm choosing work over my kids.
''I've never been single so if it comes to it, it is what it is. It's not like I'm on a time scale, like I have to do this and I have to do that. What's happened has happened and like I've said, there's no future at the minute, he needs to go and get help and I don't need to make a decision yet.''
Kieran recently confirmed he had cheated on his wife.
He said: ''I refuse to have Katie wrongly branded a liar. Sadly Katie is - telling the truth - I cheated with our nanny.
''I wouldn't feel guilty around Katie because I would kind of pretend it hadn't happened. But when I was on my own and had time to think I'd get breathless, in a panic, sick that I'd done it.
In July 2009, Katie revealed she had suffered a miscarriage weeks before the end of her marriage to Peter Andre.
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