The actress has just released the first video for her "Almost Ready" series, planned to update fans as she races towards motherhood, and in the promo the 32-year-old tearfully opens up about losing a child.
"I chose to hold on until I announced because of the first time," she says. "It didn't go as I had hoped for, and it was extremely difficult.
"The first time that I was pregnant last year, Matte and I hadn't been planning; it happened and we were really excited about it. I was, like, 14 weeks, at that point, I had no idea the percentage of miscarriages. When it happened I was just, completely blindsided by it."
Shay also revealed she still has the ultrasound photos from her first pregnancy on her phone.
"I haven't looked at them, obviously," she says, "but, it's not like I forgot about that happening, so of course I'm like super happy, but I still feel for that one (baby) that I lost."
Shay and her partner Matte Babel are expecting a baby girl.