The 27-year-old actress claimed she missed work on the show for a few weeks for that reason.
"No one knows this -- I had a miscarriage for those weeks that I took off," she said on her Oprah Winfrey-backed show, according to New York Daily News.
"I couldn't move, I was sick," she said. "Mentally, that messes with you."
There are no details on the actress' pregnancy, and fans were not even aware she was pregnant. She refused to say who the father was or how long she was pregnant.
Sunday night marked the season finale of "Lindsay," the eight-part series advertised as Oprah's intervention with the self-sabotaging actress. In the last episode, she also revealed she's seen a shaman to help her see her life outside herself. She also opened up about drug addiction.