The Australian actor and radio presenter shared the news via her Instagram. She said she had been looking forward to sharing her happy news, but she was now in the unexpected position of speaking about the end to her pregnancy.
"I don't feel like I 'mis-carried' anything and I sure as hell didn't 'lose' my baby either. Ultimately, I now live with what happened. My pregnancy ended, I have experienced 'end of pregnancy'. I don't feel I lost our baby. The grief has been overwhelming, but I like to reflect on the joy. The little things," Hayes wrote this week.
Watch: Liz Ellis and Debra Lawrence share their experiences of miscarriage. Post continues below.
Hayes and her husband had found out they were expecting their "little Christmas gift" and were completely overjoyed.
She said they threw themselves into baby planning, picking out colours for the nursery, choosing baby names and downloading all the pregnancy apps.
Then into the pregnancy, Hayes noticed she was bleeding. Initially, she felt it was "too much to be spotting, but not enough to panic".