The Queen's granddaughter Zara Tindall and her husband Mike have lost their baby, their spokeswoman has said.
The couple were expecting their second child in the late spring - the baby would have been the Queen and Duke of Edinburgh's sixth great-grandchild.
The spokeswoman said: "Very sadly, Zara and Mike Tindall have lost their baby. At this difficult time, we ask that everyone respects their privacy."
The couple already have a daughter, Mia, who will be three next month.
Mr and Mrs Tindall had announced in November they were expecting a baby, saying they were "very, very happy" and looking forward to 2017.
The spokeswoman would not give any details about the circumstances surrounding the loss of the couple's baby.
Buckingham Palace said it would not comment on the private matter.
Equestrian champion Mrs Tindall, who is the daughter of the Princess Royal, and her husband, a former England rugby union player, were married in 2011.
As a member of the Great Britain eventing team, Mrs Tindall won a silver medal at the London 2012 Olympics, and won the Eventing World Championship in 2006.
Mrs Tindall, 35, does not hold a royal title and is not an HRH.
Ex-England rugby captain Mr Tindall, 38, was a member of the 2003 Rugby World Cup winning team.