Hilaria Baldwin has suffered another miscarriage, four months into her pregnancy. Picture: AP

Hilaria Baldwin has suffered another miscarriage, four months into her pregnancy.

The yoga instructor and her husband Alec Baldwin - who have who has Carmen, six, Rafael, four, Leonardo, three, and Romeo, 17 months, together - learned the tragic news at a hospital appointment on Monday and though they are in "shock", Hilaria hopes she will eventually get pregnant again.

Hilaria - who also suffered a miscarriage in April - shared a video on Instagram along with the caption: "We are very sad to share that today we learned that our baby passed away at 4 months.

"We also want you to know that even though we are not ok right now, we will be. We are so lucky with our 4 healthy babies - and we will never lose sight of this. I told Carmen and took this so I could send it to Alec.

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We are very sad to share that today we learned that our baby passed away at 4 months. We also want you to know that even though we are not ok right now, we will be. We are so lucky with our 4 healthy babies—and we will never lose sight of this. I told Carmen and took this so I could send it to Alec. I guess this is a good way to share it with you too. I told her that this baby isn’t going to come after all.but we will try very hard to give her a little sister another time. I’m really devastated right now...I was not expecting this when I went to my scan today. I don’t know what else to say...I’m still in shock and don’t have this all quite clear. Please no paparazzi...that’s all I ask ❤️

A post shared by Hilaria Thomas Baldwin (@hilariabaldwin) on

"I guess this is a good way to share it with you too. I told her that this baby isn't going to come after all...but we will try very hard to give her a little sister another time. I'm really devastated right now...I was not expecting this when I went to my scan today. I don't know what else to say...I'm still in shock and don't have this all quite clear. Please no paparazzi...that's all I ask [heart emoji (sic)."

In the video, 35-year-old Hilaria snuggled up to Carmen as her daughter asked questions about when the next addition to their family will arrive.

She replied: "I don't know. I'm gonna try really hard."

The little girl then gave her mother kisses after the brunette beauty admitted she felt "sad".

The tragic news comes just a month after the couple revealed they were expecting a daughter.

After suffering her first miscarriage, Hilaria announced this pregnancy in her first trimester and found it "liberating" to do so.

She recently explained: "The one thing that's been liberating is I told people my first trimester. It was so stressful for me to have to keep it a secret on top of everything when you don't feel well, and it's like everyone is telling you to not say anything."