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Allen, 23, went to what she calls a "nuthouse," a "psychiatric clinic," according to an interview in the Daily Telegraph's magazine.
"I stayed there for three weeks. I was really depressed because of the miscarriage and I'd kind of lost the plot a bit. It was quite a nasty time," she says.
But, she adds, "It was quite nice being in there. No one could get to me; no one knew I was there."
She has since split from boyfriend Ed Simons, a musician with the Chemical Brothers. "Maybe if I had stayed pregnant and had the baby then things would have worked out between me and Ed," she says. "I don't know. You could drive yourself insane thinking about it."
JOSH & FERGIE: ROCKED BY SCANDAL
Did he cheat with a stripper?
Married less than a year, the couple denies an Atlanta woman’s claims that she and Josh had a fling
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