The celebrity chef and his 41-year-old wife were expecting their fifth child.
“We had a devastating weekend as Tana has sadly miscarried our son at five months,” Gordon, 49, writes on Facebook.
“We’re together healing as a family, but we want to thank everyone again for all your amazing support and well wishes.”
“I’d especially like to send a big thank you to the amazing team at Portland Hospital for everything they’ve done,” he adds.
The heartbreaking news was met with an outpouring of condolences and sympathy from fans online.
The chef revealed the family were expecting another child on The Late Late Show with James Corden.
The couple have been married since 1996.
They are parents to 18-year-old Megan, twins Holly and Jack, 16, and Matilda, 14.
It’s estimated that 10 to 25 percent of pregnancies will end in miscarriage, and can sometimes happen for seemingly no reason at all.