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April 26, 2017 12:15 PM

Olympian Carly Patterson is going to be a mom – thrilling news that follows over two years of heartache and disappointment.

Opening up to PEOPLE following her pregnancy announcement earlier this month, the 2004 all-around women’s gymnastics champion reveals she and husband Mark Caldwell struggled to conceive.

Patterson says that after a year of trying without getting pregnant, the couple decided to turn to a specialist for help –  Lowell T. Ku, MD, at Dallas IVF. Following an initial round of infertility treatments, Patterson says she got good news.

“We were pregnant. I was like, ‘Well, that was easy,’ ” she shares. “But then we went in for our sonogram and realized we’d had a miscarriage. That was really difficult, and I ended up having to have a couple [dilation and curretage surgeries] after that.”

Carly Patterson/Twitter

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The 29-year-old tells PEOPLE that it was months before she was healthy enough to try again — this time with intrauterine insemination (IUI), a fertility treatment that entails the placement of the male partner’s sperm in the woman’s uterus.

In between treatments, Patterson was also diagnosed with polycystic ovary syndrome, which caused cysts on her ovaries. Subsequently, the first two IUI attempts were unsuccessful.

“We started trying right around when our friends starting trying,” says Patterson. “So we watched all of them get pregnant, no problem. Then we watched their kids be born. Now we’ve watched their kids turn 1, and we’re over here like, ‘We’re still trying.’ “

Carly Patterson/Twitter

Two years after they first started working with a doctor, Patterson and Caldwell finally got good news. “We were gonna do this last IUI a third time, and if not, we were gonna go to in vitro fertilization. But this last IUI in January worked.”

Patterson says she and Caldwell were anxious to tell their families, but waited out of caution, recalling what happened with their first pregnancy. After a sonogram confirmed the baby’s heartbeat, though, the excitement kicked in.

“So far it’s been amazing,” she tells PEOPLE of her pregnancy, noting that she’s had little morning sickness. “I feel great. I told my doctor last week, ‘I don’t even feel pregnant, is that normal?’ ”

The entire process, though “emotionally draining,” helped strengthen her and Caldwell’s relationship, Patterson says. “It’s one of those things in a marriage where you can let it build you up or break you and tear you down,” she explains.

“And, for us, we definitely let it strengthen our marriage, and my husband was just such an amazing support system, and our family too. I wouldn’t take back everything we went through.”

Of Caldwell, whom Patterson wed in November 2012, she adds, “Every month was a roller coaster of emotions, just hope and worry and anxiety, stress, sadness. He would always be that person to bring me back to the positive.”

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Baby Caldwell is due in October, and while the couple is waiting to find out the sex, they’ve already decided on names. And, says Patterson, as long as the baby is healthy, she’ll be happy.

“There’s nothing more that I want than to be a mom,” she admits.

Of opening up about something as personal as miscarriage, Patterson says she wants to be a source for others. She tells PEOPLE, “I’m sharing my story so that anyone going through something similar can know there’s hope, and they’re not alone.”

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