The 35-year-old Italian actress was pregnant with her first child with boyfriend Brian Perri. She made the news public in a post on WhoSay in order to encourage other women "to stay strong."
"Unfortunately, life gives you ... a reality that you do not expect," she writes. "That is very hard to accept, even if you think you are strong enough and prepared. You're never really ready to be told that there is no more beating [heartbeat] and that it had already stopped long ago."
"I just want to say to all those women who are going through it to stay strong because life goes on, and it is nobody's fault and nature acts in incomprehensible ways," she continues. "We can only accept it. I just want to say that I feel you close, if you are suffering as I am doing. We can't deny it, it's like an incessant sorrow you can't get rid of."
Canalis went on to say she is "lucky" to have Perri in her life. The pair have been dating since she split from Jackass star Steve-O in 2013. The actress previously dated George Clooney for 18 months.
Notable deaths of 2014 [PHOTOS]