"Why did this happen?" Wife of golf star Jason Day shares heartbreaking miscarriage.

Warning: This article contains information about pregnancy loss, which may be distressing for some readers.

On November 3, Ellie Day – the wife of Australian golf professional Jason Day – shared the happy news that her family was about to welcome another member.

“I’ve been a little quiet lately and apparently cats outta the bag now… so here goes!” she wrote to her 20,000 followers.

“Number three is on the way!”

In the accompanying post, the couple’s two children – Dash, 5, and two-year-old Lucy – wear shirts announcing they are about to welcome a little sibling.

But yesterday, 31-year-old Ellie shared the heartbreaking news that just days after sharing she was pregnant on Instagram, the doctor informed her the baby no longer had a heartbeat.

It was the first time she had posted to her social media account in over two weeks.

"It's taken me some time to get up the courage to post this," she wrote.

"I think it matters and I don't take it lightly that I have a platform, albeit small, to share my heart."

LISTEN: Monique Bowley talks about her miscarriage on Mamamia Out Loud.

Ellie admitted that she had shared her pregnancy news "earlier than she planned" but that she "probably would have told you if I saw you anyway", describing herself as "an open book".

"Shortly after I posted that photo, I found out the baby had no heartbeat anymore," she shared.

"I was devastated. I snuck out the back door of my doctor, a hot, sobbing, mascara-covered mess.

"Two and a half weeks went by with me battling my heart and brain about what was happening in my body, wondering why this wouldn't just be over.

"My heart couldn't take the waiting, or the feeling, or the tiny belly bump poking out any longer. Why did this happen...and now that it's passed why can't my body just accept it and get rid of it?"

Ellie revealed that on Thanksgiving Day - November 23 - she finally lost the baby.

"Initially I felt complete despair," she wrote.

"Then I saw the baby. Fully intact. Tiny perfect head and face and arms and legs. When I saw it I felt God so much I can't explain it. I felt seen and known.

"For some reason this baby wasn't meant to be physically here with our family. But I know there is a greater plan. I have so much peace and gratitude for what I already have... It just feels like this weird scar now... this huge change in plans.

"Will I be able to have another baby? Will this happen again? Will I be fearful the whole pregnancy the next time?"

Ellie finished her heartbreaking story by acknowledging that many other women have gone through the same thing and some, even worse.

"My heart goes out to you in a way I could not have fathomed before," she wrote.

"No one talks about this... we're usually so nervous to even share we're pregnant until a certain point. And then we just grieve in quiet and it's just kind of odd and very sad.

"I hope you know you aren't alone and I hope you feel God wrap his arms around you when you feel the depths of sorrow and loss."

For more information on coping with miscarriage and pregnancy loss, click here.