The singer, 31, said on Twitter that she and her partner Jonathan Powell were grieving their loss.
She wrote: “1 of 2 Charlotte and Jonny are very sad to announce that they lost their baby.
“Now is a time for grieving and being together as a family.”
A second message read: “2 of 2 We kindly ask everyone to respect that peace.”
Church had announced earlier this year she was expecting her third child.
It was thought the baby was due in November.
The star is already a mother to nine-year-old Ruby and Dexter, eight, from her previous relationship with Gavin Henson.
UK news in picturesShow all 50 UK news in pictures 11 November 2020 People walk past the Tommy statue, officially named 1101, on Terrace Green by the seafront in Seaham, County Durham, on the anniversary of Armistice Day. Across the UK people fell silent in remembrance of the nation's war dead, as the coronavirus pandemic limits public commemorations
PA
UK news in pictures 10 November 2020 Number 10 special advisor Dominic Cummings waits to be admitted to 10 Downing Street in London
AFP via Getty
UK news in pictures 9 November 2020 A mural of the president of the United States, Donald Trump which has been painted on the side of Islington Mill arts hub in Salford, Manchester
PA
UK news in pictures 8 November 2020 Chelsea pensioners watch a Remembrance Sunday service from their windows at the Royal Hospital Chelsea
Reuters
UK news in pictures 7 November 2020 D-Day veteran Jim Healy, 95, from Manchester who is taking part in the Royal British Legion's doorstep silence for Remembrance. Jim was a Corporal in the Royal Marines and was coxswain of a landing craft assault on June 6, 1944 and will observe the Two Minutes Silence on Sunday by standing on his doorstep
PA
UK news in pictures 6 November 2020 The sunrises over woodland in Ashford, Kent
PA
UK news in pictures 5 November 2020 Two men walk over a nearly deserted Westminster Bridge, in foggy conditions, at the start of a four week national lockdown for England
PA
UK news in pictures 4 November 2020 Laura Martindale, manager of The Rocket public house in Whiston, pours away spoilt beer that has gone off after the pub was placed into tier three and now faces a four week lockdown ahead of a national lockdown for England
PA
UK news in pictures 3 November 2020 An oast house surrounded by autumn colours in the morning sunshine near Hawkhurst in Kent
PA
UK news in pictures 2 November 2020 Large waves crash over the harbour wall in Newhaven, East Sussex, during strong winds
PA
UK news in pictures 1 November 2020 Shoppers queue outside Ikea in Batley, West Yorkshire, after Boris Johnson announced a new national lockdown will come into force in England next week
PA
UK news in pictures 31 October 2020 Boris Johnson announces new restrictions in No 10
Getty
UK news in pictures 30 October 2020 The hallway of the Halloween house of Conor Pilkington (centre), 23, from Gateshead, Tyne and Wear, who has gone all out this year with his Halloween display. Conor has spent an extra £5000 to make it extra special due to the covid pandemic
PA
UK news in pictures 29 October 2020 Chief of Defence Staff General Sir Nick Carter (centre) joining members of all three armed services, in Waterloo Station, London, to support the Royal British Legions Poppy Appeal by collecting donations and selling poppies on London Poppy Day
PA
UK news in pictures 28 October 2020 Surfers take to high waves caused by Atlantic swells in Mullaghmore in Co Sligo
PA
UK news in pictures 27 October 2020 A rare giant Japanese spider crab is moved into the sale room during a preview of the forthcoming Evolution Sale at Summers Place Auctions, Billinghurst, West Sussex
PA
UK news in pictures 26 October 2020 A television crew prepare to do a live transmission opposite the Nave Andromeda, an oil tanker berthed at Southampton docks, southwest England. British soldiers yesterday boarded the tanker and detained seven suspects, the defence ministry said, after the crew were forced to take shelter from stowaways who threatened them
AFP via Getty
UK news in pictures 25 October 2020 Staff from British Divers Marine Life Rescue and Tynemouth Aquarium release three seal pups at St Mary’s Lighthouse in Whitley Bay. They were rescued after being found abandoned on the North East coast
PA
UK news in pictures 24 October 2020 Edinburgh University students protest against the false promise of 'hybrid learning' to new and returning students during the Covid-19 pandemic in Edinburgh, Scotland. The protest was organised to enable the students to show their anger and disappointment to the University of Edinburgh, after the students felt they were misled after they returned to find the vast majority of their lectures and contacts were all online
Getty Images
UK news in pictures 23 October 2020 The sun rises over the Severn crossing as traffic crosses from England into Wales, where a countrywide firebrake lockdown will begin from 6pm today until 12.01am on 9 November
PA
UK news in pictures 22 October 2020 EU chief Brexit negotiator Michel Barnier wearing an EU-flag themed face mask arriving at a conference centre in central London to attend a new round of trade talks with the UK
AFP via Getty
UK news in pictures 21 October 2020 The RRS Sir David Attenborough, the UK's most advanced polar research ship, passes The Royal Liver Building after leaving Cammell Laird shipyard, Birkenhead, Merseyside. The crew are scheduled to conduct 14 days of technical trials off the coast of North Wales before the the shipyard formally hands it over to the Natural Environment Research Council (NERC) and the British Antarctic Survey (BAS) crew for intensive training at Holyhead Port. The new polar ship will transform UK research in the polar regions and will be used on BAS missions which are critical for understanding and making sense of changing climate.
PA
UK news in pictures 20 October 2020 Prime Minister Boris Johnson outside Downing Street, ahead of a Cabinet meeting at the Foreign and Commonwealth Office
PA
UK news in pictures 19 October 2020 A man walks past a mosaic on a wall in Manchester
Reuters
UK news in pictures 18 October 2020 Cyclists cross a bridge over Flechs Water near to Brockenhurst in the New Forest
PA
UK news in pictures 17 Ocotber 2020 Pedestrians walk pas the Royal Seabank Hotel in Blackpool as Lancashire enters tier 3 of the government’s coronavirus alert system
Getty
UK news in pictures 16 October 2020 A person wearing a face mask is reflected in an art work entitled "A=V" by Ben Cullen Williams in Covent Garden, London
REUTERS
UK news in pictures 15 October 2020 A gallery technician poses next to The Seagram Murals, by artist Mark Rothko during the New Collection Displays photocall at Tate Britain in London
Getty Images
UK news in pictures 14 October 2020 A red deer stag stands behind females, called hinds, during the rutting (breeding) season which takes place during autumn, in Bushy Park, south west London
AP
UK news in pictures 13 October 2020 RAF personnel speak to residents in Selly Oak, close to the University of Birmingham, assisting with Birmingham City Council’s ‘Drop and Collect’ coronavirus test distribution, as the local authority attempt to stem the rise of cases in the area
PA
UK news in pictures 12 October 2020 A member of staff pours a drink in the Richmond pub in Liverpool as Prime Minister Boris Johnson reads a statement on television, as parts of the North of England are bracing themselves for the most stringent Tier 3 control
PA
UK news in pictures 11 October 2020 Steampunks attend the 'socially distanced' Haworth Steampunk Weekend, in the quiet village in the Pennine hills of West Yorkshire
PA
UK news in pictures 10 October 2020 Members of the public watch the koi fish in the Kyoto Garden at Holland Park in London. Temperatures during the day on Saturday will be between 10C and 14C, but set to plunge as low as 1C overnight
Getty Images
UK news in pictures 9 October 2020 An employee pulls a pint in the Tib Street Tavern in Manchester, as Chancellor of the Exchequer Rishi Sunak announces the government will pay two thirds of the wages of staff in pubs, restaurants and other businesses if they are forced to close under new coronavirus restrictions
PA
UK news in pictures 8 October 2020 A jogger runs over the Armstrong Bridge in Jesmond, Newcastle surrounded by Autumn colours
PA
UK news in pictures 7 October 2020 Artist Hannah Uzor with her painting of Sarah Forbes Bonetta, Queen Victoria’s African goddaughter, at Osborne, the Queen’s seaside home on the Isle of Wight. The organisation is displaying the portrait as part of a plan to feature works of overlooked black figures connected with its sites
English Heritage/PA
UK news in pictures 6 October 2020 Two swimmers run into the sea as the sun rises over Boscombe beach in Dorset
PA
UK news in pictures 5 October 2020 Veteran fundraiser Lloyd Scott, who is attempting to climb the Three Peaks whilst wearing a deep sea diving suit, is followed by members of his support team during his challenge on Ben Nevis in Scotland
PA
UK news in pictures 4 October 2020 Liverpool players look dejected after their Premier League match against Aston Villa ended 7-2 at Villa Park stadium in Birmingham
AP
UK news in pictures 3 October 2020 People on a Northern Line train in London, after the 10pm curfew pubs and restaurants are subject to in order to combat the rise in coronavirus cases in England
PA
UK news in pictures 2 October 2020 England's Charlotte Banfield takes part in a practice session ahead of the 2020 Korev Lager English Adaptive Surfing Open at The Wave in Bristol which takes place tomorrow
PA
UK news in pictures 1 October 2020 A worker spray cleans the Beatles statue in Liverpool
PA
UK news in pictures 30 September 2020 An actor dressed as pantomime dame waves a flag at the entrance of a theatre before marching on Parliament to demand more support for the theatre sector amid the COVID-19 pandemic, in London
AP
UK news in pictures 29 September 2020 Prime Minister Boris Johnson reacts whilst talking with students during his visit to Exeter College in southwest England
AFP via Getty
UK news in pictures 28 September 2020 A student gestures at the window of the Birley Halls student accommodation, for students at Manchester Metropolitan University, as many students live in a temporary lock-down in a bid to reduce the spread of the novel coronavirus Covid-19 on the campus. There are concerns that some young people will face the prospect of being confined to their halls of residence over Christmas
AFP/Getty
UK news in pictures 27 September 2020 The censored side of Cold War Steve's artwork on Boscombe beach in Bournemouth, England. The satirical artist Cold War Steve has been ordered by the council to cover up a massive windbreak depicting a naked Boris Johnson chasing a pig, which was due to be displayed on Boscombe beach. The artwork was commissioned as part of Bournemouth's Arts by the Sea festival
Getty
UK news in pictures 26 September 2020 Police move in to disperse protesters in Trafalgar Square in London, at a 'We Do Not Consent!' mass rally against vaccination and government restrictions designed to fight the spread of the novel coronavirus, including the wearing of masks and taking tests for the virus
AFP via Getty
UK news in pictures 25 September 2020 Flowers are laid down outside the custody centre where a police officer was shot dead in Croydon, south London
Reuters
UK news in pictures 24 September 2020 A member of the Jewish community inspects an Lulav, which makes up one of the 'Four Species', or Arba Minim in Hebrew, before purchasing in London, England. The Four Species, which are mentioned in the Torah, are the Etrog, a citrus fruit, the Lulav which is the frond of date palm, the Hadass, a myrtle bough and Aravah, a willow branch. The items are tied together and are used in ceremony during the week-long festival of Sukkot. Members of the Jewish community across the world have been celebrating the Jewish New Year of Rosh Hashanah this year under the shadow of the Coronavirus pandemic
Getty Images
UK news in pictures 23 September 2020 Hei Hei the cockatiel, who was rescued after it landed on a fishing boat 10 miles out at sea near Troon in South Ayrshire
Scottish SPCA/PA
They parted company in 2010.
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