"It is with great sadness that we have to confirm that Lily Allen and Sam Cooper have lost their baby," the British singer's rep tells PEOPLE in a statement. "The couple ask that their privacy be respected and that they be left alone at this deeply distressing time. No further comment will be made."
Allen, 25, announced a few weeks ago that the baby, a boy, was due in January. This is her second such heartbreak – coming almost three years after she suffered a miscarriage during her relationship with musician Ed Simons.
Allen and Cooper, an upmarket decorator, had announced their pregnancy in August. Allen had also Tweeted a pic of herself excitedly holding up a newspaper with the good news.
Allen has spoken of having children as "ultimately my main goal" in life.
On Saturday, the singer was due to perform at a Winter Ball raising money for Elton John's AIDS Foundation. At the event, John did not let on why Allen wasn't able to perform, but shared his best wishes, telling the crowd, "Godspeed, Lily. We wish you well and send you all of our love."
Reporting by MONIQUE JESSEN