The mum-of-five, who gave birth to a son, River Rocket, six months ago, did not say when the loss occurred, but added that it made it difficult for her to enjoy the early stages of her following pregnancies.
'I had a miscarriage at three months, which makes you so worried once you are pregnant again - it makes it impossible to enjoy the early stages of pregnancy,' she said.
Jools and husband Jamie, who married in 2000, have been candid about their fertility struggles in the past, with Jools explaining that she suffers from polycystic ovarian syndrome, which can make it difficult to conceive.
In 2009, she told Fabulous magazine that the pair had undergone intense hormone treatment in order to grow their family.
'I didn't care how far I had to go,' Jools said to the mag at the time. 'You hear horror stories and you think it's going to be hard, but I didn't care. I just wanted a baby…. It was awful, but I just thought: "Keep going." I'm sure any couple that has been through fertility treatment understands what I'm saying.'
'I'd have done anything to have children. Adoption or by any other means, all I wanted to do was be a mum.'
Eight years on, the pair are parents to daughters Poppy Honey, 14, Daisy Boo, 13, Petal Blossom, seven, and son Buddy Bear, six, as well as their newborn - but the 42 year old went on to say that little River may not be the last addition to the Oliver brood.
'I'll never really draw the line,' she admitted. '[River]'s six months now, so we're past the really difficult sleepless first few months. He's such a joy. I'm getting older, but I'd definitely do it again if I could. I think Jamie's finished, but you just never know!'