The Celebrity Big Brother star's representative told People magazine that Courtney and husband Doug Hutchison were devastated at the loss of their first child.
A statement said: "Courtney and her husband, Doug, are at an emotional loss for words and are using this time to grieve with their close family and friends.
"Please respect their privacy as the couple try to cope with losing their precious baby and seek the support they both need."
Courtney, 21, later posted a quote to Twitter that read: "Babies lost in the womb were never touched by fear, they were never cold, never hungry, never alone and importantly always knew love."
She added: "I love you my sweet angel. God is embracing you."
Courtney's last post to social media was on 11 July when she uploaded a photo of her baby bump saying she'd been sleeping more than ever while pregnant.
She announced the pregnancy at just four weeks back in May, saying she'd had to go public because others had been planning to reveal her baby news without her knowledge.
At the time she said she was "extremely overwhelmed" but happy.