"My heart was so full and then it broke," she said, reflecting on losing her daughter.
The tragic event occurred weeks after she lost her dog of 13 years, Melba.
"It was too much. I didn't need to learn this lesson. I wasn't interested," she added. "But I wasn't in control. These things happen and no, I don't believe they happen 'for a reason.' I'm still processing, still healing, but anyone who has gone through it knows, losing a baby at 22 weeks is tragic. One thing I am proud of, however, was that I allowed myself to be happy and to relish the moment. I sat in all that goodness and I can recall those feelings (when I'm having different ones) and hope that it can be like that again."
Despite her loss, McCullough is looking forward to getting a fresh start in the new year.
"Not to go total Oprah on you, but at the end of this year and the beginning of the next, I am grateful for it all," she concluded her post. "Tired. But grateful."
Other stars have been candid about their pregnancy struggles. Reality star Kim Kardashian opened up about her high-risk pregnancy, while she was pregnant with her newborn son, Saint West. Watch the video below to see her explain why “some days I get so scared.”