John and Chrissy revealed she suffered a miscarriage at the end of September.
They were expecting their third child, a son who they would have named Jack.
'We are shocked and in the kind of deep pain you only hear about, the kind of pain we've never felt before,' Teigen shared in a September 30th Instagram.
Prior to losing the pregnancy Chrissy revealed she was suffering massive bleeding which sent her to the hospital.
Losing a pregnancy past 24 weeks is a stillbirth rather than a miscarriage, which would happen before 24 completed weeks of gestation.
Teigen and Legend have two children who were both conceived through IVF.
John Legend dedicated his emotional Billboard Music Awards performance to wife Chrissy Teigen on Wednesday night.
The singer/activist, 41, pulled at the world's heartstrings during the emotional rendition of his song Never Break.
John's powerful performance was his first return to the public stage, braving the spotlight just weeks after he and Chrissy, 34, suffered a tragic loss of her pregnancy.
Hostess Kelly Clarkson introduced her friend with love, telling the audience: 'He and Chrissy just have this warm way of inviting us into their world, the highs and the lows.
'Our hearts go out to you both in this very difficult time and I'm thankful that you continue to share your light and your talent with all of us for the very special performance, possibly my favorite of the night,' she went on.
While poised as ever, John's rendition of the ballad was ripe with feeling.
Though a seasoned performer, audiences could head John's voice crack as he held back tears mid-song.
Lyrics like 'Who knows about tomorrow? We don't know what's in the stars, I just know I'll always follow the light in your heart,' proved especially poignant for the Legend-Teigen family.
Just two weeks ago, Chrissy and John shared their heartbreak with the world when they revealed they lost what would have been their third child halfway through Teigen's pregnancy.
The Cravings cookbook author revealed the tragic news on social media, telling fans: 'We are shocked and in the kind of deep pain you only hear about, the kind of pain we've never felt before.
Talking about the medical complications she experienced, Chrissy explained: 'We were never able to stop the bleeding and give our baby the fluids he needed, despite bags and bags of blood transfusions. It just wasn't enough.'
'We never decide on our babies' names until the last possible moment after they're born, just before we leave the hospital. But we, for some reason, had started to call this little guy in my belly Jack. So he will always be Jack to us.
'Jack worked so hard to be a part of our little family, and he will be, forever,' she continued. 'To our Jack - I'm so sorry that the first few moments of your life were met with so many complications, that we couldn't give you the home you needed to survive. We will always love you.'
'Thank you to everyone who has been sending us positive energy, thoughts and prayers. We feel all of your love and truly appreciate you. We are so grateful for the life we have, for our wonderful babies Luna and Miles, for all the amazing things we’ve been able to experience.'
The devastating post included five black and white photos taken at the hospital, showing Chrissy crying on her bed as well as a shot showing her and John cradling their son.
Days before, Chrissy - who conceived daughter Luna, four, and son Miles, two, through IVF - revealed she was on 'serious bed rest' due to bleeding and said she was 'about halfway through her pregnancy', which is around 20 - 24 weeks.
Losing a baby past 24 weeks is a stillbirth rather than a miscarriage. If a baby dies before 24 completed weeks, it's known as a miscarriage or late fetal loss.
Shortly after breaking the tragic news to her followers, Teigen took to her Twitter page to further express her shock from the loss.
'Driving home from the hospital with no baby. How can this be real,' she wrote.
John also took to Twitter to share Chrissy's post, while writing: 'We love you, Jack' alongside five black hearts.
The four photos uploaded to Chrissy's Instagram paint a heartbreaking scene, with one of the pictures showing Teigen crying and cradling Jack in her arms as John leaned next to them.
A stillbirth occurs when a baby is born dead after 24 weeks of pregnancy.
If a baby dies before 24 weeks of pregnancy, it is known as a miscarriage.
Not all stillbirths can be prevented, however, not smoking or drinking, as well as not sleeping on your back and attending all antenatal appointments can reduce the risk.
What are the signs?
Signs may include the baby not moving as much as normal.
Pregnant women should contact their doctor immediately if they notice a difference to their baby's movement.
What are the causes?
Stillbirths do not always have an obvious cause but may occur due to complications with the placenta or a birth defect.
They are also more likely to occur if women suffer from high blood pressure, diabetes or an infection that affects the baby, such as flu.
Stillbirths are more likely to occur if women are having twins or multiple pregnancies, are overweight, smoke, are over 35 or have a pre-existing condition, such as epilepsy.
What happens after a stillbirth?
If a baby has died, women may wait for their labour to start naturally or they may be induced if their health is at risk.
Bereavement support groups are available to parents who have suffered stillbirths.
Some find it helpful to name their baby or take pictures with them.
Source: NHS Choices
Another featured Chrissy sobbing as she held her hands to her face and sat at the edge of her hospital bed in nothing but a blanket and a bonnet.
The couple had revealed they were expecting their third child together in the music video for John's new single, Wild, in August.
She had been hospitalized at Cedars-Sinai Medical Center in Los Angeles on a Sunday night after enduring a month of bleeding due to having a weak placenta and had been at the hospital since.
That Monday, she updated fans on her condition in an Instagram post, revealing she had received two blood transfusions and said: 'Baby and I are completely fine.'
'Hello from hospital. about to have my second blood transfusion which truly, truly, truly sounds more dramatic than it is,' she said.
'It's an IV, but instead of fluids, the blood of some kind human being out there. Baby and I are completely fine, just missing the little things like walking...cooking...playing with the other buttbutts.'
Teigen had already been on strict bed rest earlier this month but explained she was admitted to the hospital after her bleeding had worsened.
'I'm about halfway through pregnancy and the blood has been going on for about a month, maybe a little bit less than a month. We're talking about more than your period girls, it's definitely not spotting. A lot of people spot but it's usually fine. Mine was a lot,' she added.
'Everytime I go to the bathroom it would be blood, and honestly just laying there there would be blood.'
Despite the scare, she assured her fans she and her baby were doing well and said the her son was 'healthy, growing stronger than Luna or Miles.'
The NHS writes: 'A blood transfusion is when you're given blood from someone else (a donor). It's a very safe procedure that can be lifesaving.
'A blood transfusion may be needed if you have a shortage of red blood cells.
'This may be because your body's not making enough red blood cells or because you have lost blood.
'For example, you may need a blood transfusion if you have
'a condition that affects the way your red blood cells work – such as sickle cell disease or thalassaemia
'a type of cancer or cancer treatment that can affect blood cells – including leukaemia, chemotherapy or stem cell transplants
'severe bleeding – usually from surgery, childbirth or a serious accident
'A blood transfusion can replace blood you have lost, or just replace the liquid or cells found in blood (such as red blood cells, plasma or cells called platelets)'
'He moves so much, so much earlier than they ever did. I'm so excited for him, he's the strongest little dude. He's the strongest coolest dude in the sh***iest house.'
'So his house is like falling apart. It didn't have a good foundation to begin with, he didn't have the strongest chance at the very, very beginning so all we're doing now is trying to make sure he has a lot of fluid around him and I'm resting as much as possible.'
Teigen and Legend wed in 2013.
John and Chrissy have been candid in the past about their journey with IVF and their fertility struggles. It took her several rounds of IVF before she got pregnant with her daughter, Luna, who was born in 2016.
She told The Cut in 2018 that she it was 'devastating' when her first round of IVF didn't work, and she admitted to blaming herself. 'You just look for anything to blame, especially yourself,' she explained. 'I think hearing stories is just really important. You realize there’s no right way to do it, or right way to react.
'I don’t know. There’s no right way to do IVF. You just have to keep hoping that it will happen. It’s easy for some, and not for others. And that’s okay.'
In 2015, prior to having kids, Chrissy divulged details of their fertility journey, when she appeared on ABC show FABLife to reveal she and John had trying to conceive for years. She said: 'I will say honestly John and I were having trouble. We would have had kids five, six years ago if it happened'.
She went on: 'But my gosh it's been a process. We've seen fertility doctors and once you open up about those things to other people you learn that a lot of other people in your life are seeing these people and they have this shame about it.'
She also said it was painful when people questioned her about when she and John are going to start a family. 'It's kind of crazy because I can't imagine being that nosy to be like, 'So, when are the kids coming?' because who knows what somebody's going through,' she said.
'So anytime somebody asks if I'm going to have kids I'm just like, 'One day you're going to ask that to the wrong girl who is really struggling and it's going to be really hurtful to them and I hate that. Stop asking me.'
For help and support with related issues, visit The International Stillbirth Alliance at www.stillbirthalliance.org or stillbirth, premature birth and miscarriage charity Tommy's at www.tommys.org