The "Teen Mom" star and husband Tyler -- who are parents to Vaeda, 1, Novalee, 5, and gave daughter Carly, 11, up for adoption at birth -- revealed they found out they were expecting another child "about 3 days before Thanksgiving."
"We were soooo excited! We didn't tell Nova because we wanted to wait a while," Catelynn told Champion Daily. "I took like 6 different pregnancy tests to make sure!"
On Thanksgiving, however, Baltierra began bleeding.
"No matter what, I believe that when a woman sees a positive test you automatically start getting excited ... all of that came crashing down," she explained. "We lost the baby. I was overwhelmed by sadness and felt my emotions."
When Catelynn suffered a previous miscarriage in 2017, she later entered treatment after experiencing postpartum depression and panic attacks. She now says that, because of the work she did before, she "wasn't overcome by anxiety" this time, "I was just sad."
"This is why we waited to tell Nova ... because experiencing one miscarriage in my past I knew it was a sad possibility," she added.