July 20, 2015 03:00 PM

Showing up to an OB/GYN appointment to find out your pregnancy has taken a turn for the worse is every expectant mother’s nightmare. In Evelyn Lozada‘s case, that nightmare came true.

On Saturday night’s episode of Livin’ Lozada, the former Basketball Wives star’s new reality show on OWN, it’s revealed that Lozada’s pregnancy earlier this year ended in miscarriage.

“When I went to my first appointment, everything looked great,” Lozada, 39, tells PEOPLE exclusively. “My progesterone levels were good.”

Lozada and her fiancé, L.A. Dodgers outfielder Carl Crawford, are already parents to 15-month-old son Carl Leo, and although the pregnancy came as a surprise to the couple, Lozada says she was naturally excited.

Martin Hausler/Ruuvy

“You get that pregnancy test and you’re instantly so connected,” Lozada, who is also mom to 21-year-old daughter Shaniece, says. “I was already wondering if it was going to be a girl this time.”

But her excitement soon gave way to fear. Lozada, who found out she was pregnant at six weeks, received heartbreaking news at her follow-up doctor’s appointment. “My hormone levels were dropping,” says Lozada of a common indicator that there may be issues with a pregnancy. “My doctor said, ‘Let’s just see what happens and if anything changes.’ “

Things did change, but sadly, not for the better. “At my next appointment, my ultrasound went from looking really perfect and beautiful to looking pear-shaped,” says Lozada. “You could just tell, it didn’t look normal.”

After the doctor’s confirmation that she would likely miscarry, “for me the most heartbreaking thing was knowing that it could take up to a day to maybe a week for it to happen,” says Lozada. “I became so obsessed with it. I kept taking pregnancy tests and one would come out positive, then one would come out negative. It was so hard not knowing when I’d lose the baby.”

In a scene from the show, Lozada’s family encourages her to proceed with a photo shoot, in hopes of lifting her spirits. But it’s there, two days after she received word from the doctor, that she begins to miscarry. “I had to stop the photo shoot and just lay down,” Lozada recalls. “It was hard.”

Despite the love and support she got from her family, “it’s just something that a woman deals with alone,” says Lozada. “You have a million and one questions in your mind as to what happened. You just feel responsible. It’s your body. It’s a loss that only you can relate to.”

Lozada questioned everything from her age to her eating habits, but she now knows that the loss wasn’t her fault. “It’s nothing that you ate, or did; it’s not your age. One out of all four to five pregnancies end in miscarriage,” she explains. “I have three girlfriends and it’s literally happened to each and every one of them.”

The reality star, an outspoken advocate for domestic violence victims following a 2012 dispute with ex-husband Chad Johnson, says she hopes opening up about her struggles once again will help others. “This was just another tragic incident in my life that I had to deal with. But I say God doesn’t make mistakes. Women just need to hold out hope,” she shares.

As for trying for another child, “I’m not checking for when I’m ovulating or anything,” says Lozada with a laugh. “I’m like, look, I’m pushing 40. I’m going to be 50 with a 10-year-old! If it happens again, that will probably be my last.”

Livin’ Lozada airs Saturdays at 9 p.m. on OWN.

— Janine Rayford Rubenstein

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