"This is actually the first time we are talking about this, because nobody knew we were pregnant. And it was really scary," Giuliana said on The ViewFriday.
The two, who have been married for three years, have been open about their hopes to get pregnant. They plan to air the struggles on the upcoming third season of their eponymous reality show.
Bill said he knew there was a problem when they were at the doctor's office for a check-up eight weeks into the pregnancy.
"You could see it in the doctor's eyes. He had news he didn't want to tell us," he said.
Giuliana added: "I broke down and I couldn't believe it. Our pregnancy was going beautifully. We had told our family. We had confided in people and told them and we were just thrilled."
The couple still hopes to start a family.
"We are really looking at all of our options," Giuliana said. "Whether it's IVF or whatever it is, we want to have a baby and we will have a baby."
Season 3 of Giuliana & Bill premieres Oct. 11 at 8/7c on Style.