The couple are parents to 1-year-old daughter Alessi.
The Bachelor couple shared the news in a video posted to their YouTube channel on Saturday, including clips from their heartbreaking journey.
As Luyendyk and Burnham explained, it was at his urging that Burnham took a pregnancy test. She didn't believe she was pregnant, and actually planned to prank Luyendyk with a positive pregnancy test. Then the tests came out positive.
The pair -- who are already parents to 1-year-old daughter Alessi -- celebrated their status as a soon-to-be "family of four" and began to make plans for the future.
"We made so many plans," Luyendyk and Burnham shared in the video description. "We bought a new house with more space, we planned how we wanted to tell you all and we envisioned our future with Alessi's little brother/sister. We were planning to share our journey through pregnancy with you, but unfortunately we didn't get the happy story we had hoped for."
Things took a turn during Burnham's first doctor visit, when she was told that her ultrasound showed the baby looking around five weeks old, when it should have been around eight.
"We were really confused by that," Burnham said. "But our doctor assured us that it could be a number of things and not to panic about it."
“It could mean I'm just not as far as long as I was, it could mean I ovulated less, or it could mean that it's not a viable pregnancy,” she explained.
Burnham's hormone levels continued to rise, but they got more bad news at their next doctor's appointment. She held back tears while describing the lack of progress they had made in the pregnancy. On May 28, they finally learned that Burnham had suffered a missed miscarriage, which occurs when the embryo has died, but the body does not recognize the pregnancy loss.
"It's been a roller coaster of emotions going from scared at first a little bit because it was so soon, then happy, then stress and worry for weeks on end, and then obviously today was the bad news," Luyendyk told their followers. "It's consumed our thoughts for the last month. It’s been hard holding this back from everybody."
Burnham added, "I was really excited to tell you guys that we were pregnant, and I feel like this is the best way for us to tell the whole story."
The pair wanted to share their experience so others know "you're not alone," Luyendyk declared. "Hopefully the next time you see a video with the word pregnancy it’s positive and it’s good news," he said. "We'll get through this."
Luyendyk and Burnham married in January 2019, nearly a year after he proposed on The Bachelor: After the Final Rose. Burnham was the runner-up on his season of the ABC dating show; they got engaged after he broke up with his final pick, Becca Kufrin. See more on the couple in the video below.