The 30-year-old beauty - who was expecting her third child with husband Tom Williams - admits she is upset to have lost the baby, but is thankful to have two healthy sons with Rocky, six, and two-year-old Stryker.
She said: "I went for my first scan - my 12 week scan - at a private clinic in Harley Street a week ago and there was no heartbeat. The doctor told me that the baby`s heart probably stopped at nine weeks.
"We are absolutely gutted but we`ve just got to be grateful that we have two healthy boys. It`s the first time it`s happened so I`ve got to think of the positives - I am trying to be strong and positive and think maybe it just wasn`t meant to be this time."
Nicola - who is best known for appearing on reality TV shows `I`m a Celebrity ... Get Me Out of Here` and `Celebrity Big Brother` - is worried it may have been a night of drunkenness when she did not know she was pregnant which caused the miscarriage.
Discussing the night out, she told OK! magazine: "Was I scared? Yes. I did worry but it was only one night and I didn`t know I was pregnant. I looked really drunk in the pictures that were published but that was because I was on Prozac, not for depression but to control my bulimia, but after two glasses of champagne I get really drunk because you can`t mix them."