Gwyneth Paltrow revealed that she had a miscarriage in an interview with The Mail on Sunday, March 17.

Gwyneth Paltrow experienced a miscarriage while she was pregnant with her third child, although she didn't elaborate on when exactly that third pregnancy occurred.

40-year-old Paltrow has two children with husband and front man of Coldplay, Chris Martin.

Paltrow confessed in the interview that after the miscarriage, she "nearly died".

"My children ask me to have a baby all the time. And you never know, I could squeeze one more in. I am missing my third. I'm thinking about it. But I had a really bad experience when I was pregnant with my third. It didn't work out and I nearly died. So I am like, 'Are we good here or should we go back and try again?'" Paltrow explained.

Paltrow went on to say that despite her previous miscarriage, watching Jay-Z and Beyoncé raise their new baby has made her reconsider trying for another child.

"Their baby Blue Ivy is totally delish. She's made me very broody," Paltrow gushed.

She confessed that she thought about having another child when 6-year-old Moses was younger.

"My brain says, 'Oh, I think I'm done, the kids are so big now, and I don't want to go back to changing diapers,'" she told InStyle magazine in October.

"But a part of me would love to have another. Of course, I'm old now!"

It seems that whether or not Paltrow decides to attempt another pregnancy, she is happy with her current husband and children, which also includes 8-year-old daughter, Apple.

Paltrow stated, "Regardless of what happens in our marriage, I chose the best father. He is so good to the children, and to know that you had kids with such a good man is like a real weight off you. We are committed co-parents, we make all the decisions together and we lean on each other for support as well."