“Even though you could only leave us with your footprints, you will forever be in our hearts, and Jamie Otis & I love you #BabyHehner! Thank you everyone for the love and support,” he wrote on Facebook.
Along with the message, Hehner 35, shared a photo collage which included sonograms, a knitted baby blanket, a pregnancy snapshot of the couple and a footprint of the baby’s tiny feet.
Otis, 30, revealed in a Wednesday Instagram post that the pair — who confirmed to PEOPLE last week that they were expecting — lost their baby.
“Our baby Hehner was just too beautiful for earth. I love him so much — ALWAYS will — and can’t wait to meet him in heaven one day. Please pray for us,” she wrote alongside a photo of a message that read, “An angel opened up the book of life and wrote down my baby’s birth. Then she whispered as she closed the book, ‘He’s too beautiful for earth.'”
Otis was due in December.
“Jamie is the strongest woman I know,” a close friend told PEOPLE. “And Doug has remained her rock through everything. Their love will get them through this.”