Sobbing Jordan revealed she and hubby Pete, 36, had been ecstatic about the child – and said the loss was a huge blow.
But in her sensational first interview since the split in May the reality star insists she did NOT want to end her 3½-year marriage – calling Peter “my life”.
She denies having an affair with horse trainer Andrew Gould – but admits her Aussie singer husband was JEALOUS of him.
And she confessed she is a NIGHTMARE when she gets drunk.
Speaking to Britain’s Got Talent judge Piers Morgan, Jordan revealed she fell pregnant on the couple’s three-month stay in LA this year.
She said: “Even though we were still bickering and I shouldn’t have gone to America, we were happy because it’s a baby, it’s an amazing thing when you have a baby.”
Things went wrong when Jordan came home to the UK on April 13 and had a scan in London and the doctor could find no heartbeat.
But the medic also found high levels of a hormone produced by the embryo – giving the mum-of-three hope that her baby was still alive.
She was told to come back for further tests in a few days.
Jordan said: “I went in thinking, ‘He’s going to be great, he’s going to see a heartbeat.’ And it was on the screen and you know they poke the thing around, he said, ‘No it’s, it’s died, it’s gone.'”
She had an immediate termination – six days before running the London Marathon on April 26.
She said: “I’m running along… and I’m trying to keep myself together, not to cry. I just wanted to say to people, ‘Just leave me alone, I’ve just lost a baby.'” Last night, furious Peter hit out at his ex for revealing their loss.
His spokeswoman said: “It was Peter’s child as well and Peter is devastated and deeply disappointed that Kate has chosen to speak out about this and their marriage. It is a private matter.”
Jordan has a disabled son, Harvey, seven, as well as two children with Peter – son Junior, four, and two-year-old daughter Princess Tiáamii.
The brunette revealed it it was “love at first sight” after meeting Peter on ITV1 hit I’m A Celebrity… Get Met Out Of Here! in 2004. She said: “Honestly, I was so in love with him, like, it was driving me nuts. I fancied the pants off him, he was just my everything.
“We were – well I was – absolutely obsessed. Not obsessed in a bad way but just, he was my life.”
She added: “I really believed I would be with him forever.
“I never, ever in a million years thought I’d divorce.”
The heartbroken star said Peter decided to end the marriage in May after flipping over her friendship with horse-riding coach Andrew, 28.
She said: “Pete had it in his head that I fancied him.”
But when Piers, 44, asked if there had ever been romance between the pair, Jordan insisted: “Never.” And the 32D model – real name Katie Price – defended her boozy antics which also upset Pete.
She admitted: “I know I’m a nightmare, I hold my hand up. When I have a drink I want to take my clothes off… it is a nightmare.”
But she defended her wild partying in Ibiza last month.
She said: “What is wrong with that? What do you go to Ibiza for? I wanted to let my hair down. I’ve gone through so much.”
But she said she is now calmer. She said: “I’m actually in a really good place. Obviously I’ve had to deal with a lot but yeah I’m doing really well.”