My heart goes out to Lily and Sam at this incredibly difficult time.
She and boyfriend Sam Cooper have asked for privacy at a ”deeply distressing time”.
The singer previously had a miscarriage when she was dating Chemical Brothers star Ed Simons in 2008.
Allen’s spokesman said: ”It is with great sadness that we have to confirm that Lily Allen and Sam Cooper have lost their baby.
”The couple ask that their privacy be respected and that they be left alone at this deeply distressing time. No further comment will be made.”
Allen, 25, was around six months pregnant.