Zara and Mike Tindall have lost their baby, a spokeswoman for the couple said. The Queen's granddaughter - who lives at Gatcombe in Gloucestershire - announced last month that she was expecting a second child.
But a spokeswoman for the couple 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, aged 3. The baby would have been the Queen's sixth great-grandchild.
Former England and Gloucester rugby star Mike Tindall is ready to get his nose fixed - but not because of how it looks.
Tindall, who is married to the Queen's grand-daughter Zara Phillips, revealed he can no longer breathe properly through the crooked appendage.
"I don't really want to get it fixed but it looks like I might have to because I can't actually breathe very well. I guess it's something similar to a pug," he told the Daily Mirror.
"The problem is that if I get it done, will people say I've had it just because I'm doing TV stuff now? Because it's definitely not."
Tindall appeared in the ITV series Bear Grylls: Mission Survive earlier this year in which he and other celebrities plunged into the depths of the central American rainforest for a 12-day survival challenge.
Zara's mother the Princess Royal urged the sportsman to have the surgery ahead of his wedding in 2011 but he declined.
The ex-England captain broke his nose as a child, falling off a dodgem, but also suffered several breaks on the rugby field.
Tindall is a proud dad to toddler Mia but when he and Zara announced they were expecting a baby, he took to Twitter to express his delight, joking that he hoped their child would not inherit his looks.
He wrote: "Thanks for all the kind messages, we are very excited and I agree with you all that hopefully he/she won't have my nose."
Rugby World Cup winner Mike Tindall has announced he's retiring from the game. The 35 year old is one of the West's most successful players, having enjoyed a 17 year club career at both Bath and Gloucester.
Most recently he's been coaching, but he's now decided to call time on his career to pursue media opportunities.
Watch ITV's extended interview with the Rugby star, where he talks about his career ups and downs, his retirement and his infamous nose.
Gloucester Rugby player Mike Tindall says he has had some "amazing times" after announcing his retirement.
The 2003 World Cup winner took to Twitter to confirm his decision and to thank his supporters:
The Gloucester Rugby player Mike Tindall has confirmed he is retiring from the sport. The 2003 England World Cup winner was not offered a renewal on his contract at Kingsholm at the end of last season. He's decided to pursue opportunities in broadcasting.
Mike Tindall has told ITV News West Country that local club rugby is at the heart of the sport. He spent a day at North Tawton Rugby Club in Devon, after they won a competition to have him train them for a day.
Mike Tindall has signed a new one year contract as player-coach at Gloucester.
The Cherry and Whites have also confirmed a new shirt sponsor for the next three seasons.
The 34-year-old, former England centre, successfully combined the two roles this season, helping the Cherry and Whites qualify for next season's Heineken Cup.
Gloucester rugby star and former England captain, Mike Tindall, says he is in discussion with the club about extending his contract. The 34 year-old world cup winner signed a one-year contract in the summer to remain with Gloucester as a player and coach for the 2012/2013 season.
He has now told ITV News that he expects a similar extension to be tied up soon.
Nearly a quarter of a million people are expected to attend the four-day festival, which finishes on Friday with the Gold Cup.