The 35-year-old reality TV star, who has documented her fertility journey on the Bravo series, revealed she and boyfriend Brock Davies learned they were pregnant "a few weeks" ago, before later discovering there was no heartbeat.
"I have always been an open book and I've always told you guys everything that's going on in my life and so many of you have followed me on my fertility journey ... this is a part of it, it's just a sad part," she explained on Friday's episode of her Sheananigans podcast.
"A few weeks ago we found out that I was pregnant and for those of you who have followed my fertility journey," she continued, "I didn't think that I could get pregnant on my own ... my doctors told me that it would be close to impossible to get pregnant on my own."
Shay said she had missed her period, before getting "really sick" while celebrating her boyfriend's birthday. She chalked it up to mixing a White Claw with a tequila shot, plus eating too much food, during the trip -- but starting thinking she could be pregnant after seeing a tarot card reader.
"I was like, hold on. What if a miracle happened?" she said, before five different pregnancy tests told her she was, in fact, expecting. As she talked about breaking the news to Brock via FaceTime, she said, "We weren't even trying, this is a miracle, I'm so happy. We're just freaking out, we didn't know or think it was possible."
She then got a blood test, choking up as she said her doctor called her saying, "Congratulations, you're 2-3 weeks pregnant." Scheana said she told a couple close friends and family members and was planning to break the news to her dad with a big announcement on Father's Day, but then she started bleeding.
"Not to be graphic but I went to the bathroom and there was blood," she explained. "I know that it's normal to spot in the first trimester."
She continued to think something was off, saying she, "was bleeding all weekend and it wasn't stopping." Her doctors put her on progesterone supplements, which stopped the bleeding, but she still had "a feeling" something was wrong.
An ultrasound confirmed her suspicions.
"My OB got me in early and he did an ultrasound and there was no heartbeat and there was just nothing progressing, nothing growing inside, there were parts that he could see were was starting to form and it just didn't," she emotionally revealed. "So obviously, just devastating. We were so excited. To be excited for a few weeks and then it's gone so quickly. It's still been a lot to process because now I'm at home and I'm just waiting to naturally miscarry."
"Even though I was only 6.5 weeks, that doesn't make it any easier," she added. "We still got so excited for something that isn't happening anymore. It's been really, really tough to wrap my head around and I've always been such an open book and I knew that I wanted to tell my story the way I wanna tell it."
"Now it's a waiting game and it's literally the worst thing I have ever waited for in my life because I don't know when it's going to fully happen," said Scheana. "It is just the worst feeling. I know there's nothing wrong that I did, it happens and it's unfortunate, but it happens. We were ready, we were so ready."
She said the silver lining in the situation is knowing she was able to get pregnant in the first place. "A miracle did happen," she said, "I know that I was able to get pregnant on my own, and that alone is a miracle."
Scheana also hoped to normalize talking about miscarriages -- as they're "something that's common, that so many women go through" -- and said the whole situation made her realize "I know that now I want this more than anything."
She then thanked Stassi Schroeder -- who is pregnant herself -- for reaching out and sending the "sweetest and heartfelt" message after the miscarriage. She added that she's "overjoyed" for Stassi and Beau, saying she's "so, so happy" for them.