The couple took to the social media site to elaborate on the news in a "family update" post, as it was initially divulged in a Counting On preview clip.
"Many of yall don't know this, but a couple of months ago we found out we were expecting, however, soon after we miscarried.," the couple began. "At first, we kind of wanted to just stay quiet about the news, but knew that since everyone is anticipating for us to announce that were having a baby, we felt like it was time that we told everyone that our first and only baby is in heaven. It is hard to hear when people asks us if we are expecting, when we only recently lost our baby. You can imagine it was devastating to the both of us."
The couple went on to say that their "expectations of setting up a baby room, hearing the heart beat, feeling the baby's first kick in mommys tummy, holding our little one and getting to to see our precious baby were - Shattered. Gone. Right before our eyes."
"Even though our sweet child is no longer with us, it is such a comfort to know that one day we will get to see our baby in Heaven!" they added.
The Duggars then shared a message of encouragement "to the ones who have gone through this," saying, "I know your pain. It's real and terrible. I just want you to know you don't have to suffer in pain alone. It is not your fault. We greatly appreciate your prayers as we go through this hard time!"
Prior to the Instagram post, news of the miscarriage was revealed in a Counting On promo that was shared by PEOPLE. In the clip, the couple was shown briefly explaining what happened.
"Lauren and I were actually preparing for a trip to go to a friend's wedding over the weekend. She started feeling really sick and started noticing some different things," Josiah said in the video clip. "Ms. Swanson was there to help her out. I didn't really know what was going on."
"I wasn't feeling well — I was cramping really, really bad, which was quite strange because I normally don't," Lauren added, explaining the situation in greater detail, "I was thinking I had something with gluten in it."
"It was late at night and I went to the restroom, and right there was the baby," she tearfully went on to say. "Gone. I couldn't believe it, and I was hoping it wasn't true."
Counting On returns Monday, Feb. 11 at 9 p.m. ET on TLC.