Lohan, 27, did not name the child’s father. She also did not say how far along her pregnancy was or explain the circumstances of the miscarriage.
She did say the incident was why she took a break from taping the OWN show, however.
“No one knows this, and we can finish after this. I had a miscarriage for the two weeks that I took off,” Lohan said in a strained voice.
“It's a very long story,” she added. “I was sick. And mentally that messes with you.”
Lohan’s once-bright career in family films such as The Parent Trap, Freaky Friday and Mean Girls has been eclipsed in recent years by her legal woes and trips to rehab for substance abuse.
She served as guest co-host of The View last Friday and said she is eager to resume her acting career.