Rock told Rolling Stone magazine that Anderson angrily said she had a miscarriage during a phone argument while she was in Canada and he was in Los Angeles.
Last November, Anderson's publicist issued a statement confirming reports Anderson suffered a miscarriage and asking that "everyone respect her privacy during this difficult time."
However, Rock claimed that when he arrived to Vancouver where Anderson was shooting a movie: "She's partying at this restaurant, drinking champagne, jumping on the tables. I'm thinking, 'That's a quick recovery from a miscarriage.'"
Rock filed for divorce from Anderson a month later, ending their four-month marriage.
Anderson's new representative didn't immediately respond to a request for comment, but the actress was quoted as wishing Rock well in the Rolling Stone article.
"I hope his album does well. I hope he's happy in life. We were married for four months. If he has nothing nice to say about me, then please tell him to stop talking about me," she said.