Bill Rancic, Giuliana Rancic

Giuliana and Bill Rancic's surrogate has suffered a miscarriage, the couple tells People.

The Rancics' attempt to have a second baby has been chronicled on the current season of their reality show, Giuliana & Bill. "Unfortunately our surrogate Delphine who we love very much had a miscarriage," Bill tells the magazine. "It's something that we didn't see coming. We were devastated."

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Adds Bill: "She was about nine weeks pregnant. We were pretty close to getting into the safe zone."

The couple's 21-month-old son, Duke, was also birthed via the same surrogate. "Delphine is amazing. We hit the surrogate lottery when we met her. Obviously this was no fault of hers," the 43-year-old Apprentice alum says. "It's a double sadness because we didn't want her to feel bad. ... In times like this we rely on our faith."

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The couple, who married in 2007, have experienced difficulty getting pregnant several times before. Giuliana, 39, suffered a miscarriage in 2010. The next year, she was diagnosed with breast cancer after her fertility doctor recommended she get a mammogram.

See a sneak peek of the season finale of Giuliana & Bill below, and catch up on previous episodes here.

The Season 6 finale of Giuliana & Bill airs Tuesday at 8/7c on E!.