The actress made the revelation as she offered support to Chrissy Teigen, who said on Thursday that she had lost the baby she was expecting with John Legend.
Beckinsale said she had noticed people criticising the model “for sharing deeply intimate photos of the loss of her baby”.
She added: “Years ago, I lost a baby at 20 weeks. I had managed to keep my pregnancy quiet and I absolutely collapsed inside and no one would have known.
“There is grief, shame and shock so often that come with an experience like this, plus the heartbreak of your body continuing, after the loss, to act as if it had a child to nurture.”
She added: “It can be the loneliest, most soul-destroying period of time, particularly if you are not in the position of having an emotionally connected, supportive partner like Chrissy has.”
Beckinsale, 47, said it is “an honour to be allowed into another person’s grief”.
“Thank you Chrissy Teigen for making sure it is abundantly clear how devastating this is, and how life changing it can be without support.
“Let’s let the grieving decide what’s right for them. Send support or keep quiet. This is a really hard time to bear,” she said.
Teigen, 34, said on Instagram on Thursday that her and Legend are “shocked” and in “deep pain” following her miscarriage.
She had been taken to hospital suffering from excessive bleeding during her pregnancy.
Teigen, who has two other children with Legend, revealed the couple have called the baby Jack.
