The 61-year-old TV presenter was talking to Myleene Klass about her new documentary, Myleene Klass: Miscarriage & Me for W, as they both shared their feelings of grief surrounding pregnancy loss.
Kelly said: “It’s still there, because you still think that baby would’ve been 21… You’re sort of mourning for something that didn’t happen and that’s very sad to do.”
Read more: Lorraine Kelly 'Miscarriages affect fathers too'
The former GM:TV star and her husband Steve Smith lost a baby when their daughter Rosie was five-years-old.
She added: “I remember at the time, gosh it was over 20 years ago now when it happened to me, I think that people were trying to reassure me and they were saying, ‘Oh, this is very common and this happens to one in three women’. And actually, it made me feel worse.
“This shouldn’t be happening to so many women and people don’t talk about it enough.
“Back when it happened to me it was people sending cards and I found that a real comfort.”
Klass, 43, has spoken out about her own heartbreak at losing four pregnancies.
She told ITV's Lorraine: “I think it’s such an uncomfortable subject and as women we’re used to making people feel more comfortable, ‘It’s okay, I’m fine.’ And we say those things, but what we actually want to say is, ‘I’m not fine and it’s not okay’, because the subject is so sad - it’s dead babies. There’s nowhere to go.”
The singer and TV and radio presenter believes women need to be prepared during early pregnancy for what to do if they do suffer a miscarriage.
Watch: Myleene Klass speaks about the grief of miscarriage in her new documentary
She said: “You wouldn’t let someone drive a car without telling them what to do if it goes wrong. You have to prepare.”
Klass is mother to daughters Ava, 14, and 10-year-old Hero with first husband Graham Quinn and has a two-year-old son Apollo with her current partner Simon Motson.
The musician - a classically trained pianist - rose to fame in 2001 after being picked as one of the winners of TV talent show Popstars and becoming a member of pop group Hear'Say.