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John Legend and Chrissy Teigen are mourning the loss of their son, one month after the couple announced they were pregnant with their third child.

The couple, who are parents to daughter Luna, 4 and son Miles, 2, shared the news on Wednesday (September 30), detailing that Teigen’s bleeding couldn’t be stopped, “despite bags and bags of blood transfusions.”

“We are shocked and in the kind of deep pain you only hear about, the kind of pain we’ve never felt before. We were never able to stop the bleeding and give our baby the fluids he needed, despite bags and bags of blood transfusions. It just wasn’t enough,” Teigen wrote on Instagram.

“We never decide on our babies’ names until the last possible moment after they’re born, just before we leave the hospital,” she continued, sharing some black-and-white photos from the hospital. “But we, for some reason, had started to call this little guy in my belly Jack. So he will always be Jack to us. Jack worked so hard to be a part of our little family, and he will be, forever.”

“To our Jack – I’m so sorry that the first few moments of your life were met with so many complications, that we couldn’t give you the home you needed to survive. We will always love you,” the grieving mom wrote. “Thank you to everyone who has been sending us positive energy, thoughts and prayers. We feel all of your love and truly appreciate you.”

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“We are so grateful for the life we have, for our wonderful babies Luna and Miles, for all the amazing things we’ve been able to experience,” she concluded in her emotional post. “But everyday can’t be full of sunshine. On this darkest of days, we will grieve, we will cry our eyes out. But we will hug and love each other harder and get through it.”

Legend shared Teigen’s post on Twitter and wrote, “We love you, Jack.”

Teigen was put on bed rest in late September and was hospitalized due to excessive bleeding from her placenta. The couple has been married since 2013 and have been open about how their relationship has strengthened through their previous two pregnancies.

″[Parenthood] deepens your love for your partner because you see them in a different light going through, in our case, the trouble of actually having a kid,” Legend told PEOPLE. “Then Chrissy’s going through postpartum depression. You just see different sides of that person, and if you go through it and you learn from it and you come out the other end better for it, then it deepens and strengthens your relationship.”