"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".
According to the Sun, Lily, who was six months pregnant, was rushed to hospital on Thursday with stomach pains but efforts to save the baby sadly failed.
Lily announced she was expecting a baby with her boyfriend Sam Cooper in August.
This is the second time the 25-year-old has lost a child.
In December 2007, Lily revealed she was expecting with her then boyfriend Ed Simmons of the Chemical Brothers, but she lost the baby the following month.