The reality TV star, 30, said that by talking about her experience she hoped to pass on “warmth, comfort or help” to those in the same situation.
She said the miscarriage occurred during the 11th week of her pregnancy.
The Made In Chelsea star wrote on Instagram: “When speaking to a few close friends about our situation, we learned that some of them too have had miscarriages in the past.
“I asked why they’ve never said anything, and they just said they felt they couldn’t, or shouldn’t talk about it.
“Almost like it’s a taboo subject, which is heartbreaking.”
She said the miscarriage “came as such a shock to me”.
“I hadn’t realised until then how blessed I was with having such a relatively straightforward pregnancy with India – I’ll admit I was naive enough to assume the next one would be as straightforward, but I had two early scans as I was concerned I was bleeding.
“They found a very strong heartbeat.
“However, on the third scan I was told, ‘I’m afraid there’s no heartbeat’.”
She added that she keeps “reminding myself that there was nothing I could have done, and perhaps this was nature’s way of saying that for whatever reason, this little soul wasn’t ready for the world”.
Last month Felstead confirmed she had got engaged to Max Fredrik Darnton.