Pamela Anderson Suffers a Miscarriage

11/10/2006 at 10:30 AM EST

Pamela Anderson has suffered a miscarriage, her rep confirms to PEOPLE.

Anderson lost the pregnancy last week in Vancouver, where she has been shooting the movie Blonde and Blonder with Denise Richards, her rep, Tracy Nguyen tells PEOPLE. Nguyen asks that "everyone respect her privacy during this difficult time."

At a Baywatch DVD promotional event in Los Angeles on Oct. 30, Anderson, 39, addressed rumors that she was expecting.

"A lot of people are saying that," she told PEOPLE. "I think that's just what happens when you get together, but we already have three (kids), so not yet."

Anderson, who married Kid Rock, 35, in August, is already mother to sons Brandon, 10, and Dylan, 8, with ex-husband Tommy Lee. Rock has a 16-year-old son, Robert James Ritchie Jr.

Asked how the pregnancy rumors got started, Anderson had joked, "Gained five pounds, maybe."

Still, she said, she wouldn't rule out having more kids in the future. "You never know. Who knows?"