That abrupt ending of baby joy can be a devastating experience for many women and yet it is not uncommon - around one in four pregnancies end in miscarriage, and there are an estimated quarter of a million in the UK each year.
"The loss of a baby in pregnancy, however early, can be devastating. It can cause enormous distress - much more than people realise,” says Ruth Bender, national director of The Miscarriage Association.
"As soon as someone knows they are pregnant they begin to imagine that child and their life with it. When you miscarry you lose not just the baby but all those hopes and plans and dreams and the future it held for you,'' she says.
Yet a survey by the charity, which deals with more than 20,000 calls, letters and emails each year from women and men seeking support, revealed that despite the distress a miscarriage can cause only 29% felt well cared for emotionally after it happened.
"Sadly, people still mistakenly try to be cheering by saying `never mind, you can have another one' or `it's just as well, there was probably something wrong with it' or `it was so early it wasn't really a baby was it?' Bender says.
"These remarks can be tremendously hurtful and sound dismissive especially when someone is feeling deep loss and sadness. Far better if you know someone has miscarried to simply say `I am so sorry you have lost your baby' and then let them talk while you just listen and then offer support.''
While many women may recover quickly after miscarriage others may take months or longer, sometimes experiencing a resurgence of grief on the baby's due date.
Bender points out: "There's no set time for recovering, while some people are able to regard it simply as bad luck and move on quickly others don't.
Here are some answers to frequently asked questions about miscarriages.