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Pregnant Penny Lancaster's doctors have told her that they believe she was originally carrying twins.
Sadly, 'killer cells' may have terminated one of the babies.
Rod Stewart's wife has an underactive thyroid, which means she is vulnerable to violent antibodies.
'When I got the positive pregnancy test I found out the killer cells were becoming aggressive,' explains Penny, 39.
'[Doctors] concluded there might have been more than one baby, but the killer cells got to one of them.'
Penny has also revealed that she lost a baby before she and Rod, 65, had son Alastair, 4.
'When we first decided to have children I fell pregnant and sadly had a miscarriage,' she tells Hello!
'The very next month I fell pregnant with Alastair.'
Penny, who is due to give birth in March 2011, conceived the new child after 3 cycles of IVF treatment.
PHOTO GALLERY Pregnant celebrities>>