The singer gave birth to twin boys via Caesarean section last Saturday (23.10.10) but has revealed she was initially expecting three sons after conceiving via in vitro fertilisation (IVF).
In an interview with a French news station - which was recorded before she delivered the tots - Celine said: "He chose to let go to give space to his brothers to grow."
It is not yet known at what stage of the pregnancy she lost the third child.
The 42-year-old music star and her 68-year-old husband Rene Angelil - who also have a nine-year-old son Rene-Charles together - underwent six in vitro fertilisation (IVF) attempts before Celine got pregnant.
The couple have named the boys Eddy and Nelson, after record producer Eddy Marnay and human rights campaigner and former South African President Nelson Mandela, who Celine met two years ago.
Celine`s representative told People: "Eddy is a major influence in both Celine and Rene`s lives.
"Rene said that in just the few minutes they were able to spend with Nelson Mandela they were impressed by the human being he is.
"Celine and Rene want their children to be inspired by their names, because they were so inspired by these men."