The revelation came in the last moments of the two-hour finale of Lindsay.
"No one knows this, and we can finish after this, I had a miscarriage for the two weeks that I took off," the troubled actress said, fighting tears.
After a long pause, she said, "It's a very long story," and offered no other details.
Lohan, 27, had the miscarriage, she explained, during the much-discussed two weeks she reportedly held up production of the series.
"I was sick. And mentally that messes with you," she said.