In the doc premiering February 16, the 31-year-old singer explains, "About two years ago, I was pregnant for the first time. And I heard the heartbeat, which was the most beautiful music I ever heard in my life."
Beyoncé continues, "I envisioned what my child would look like ... I was feeling very maternal."
Jay-Z even references their loss in his song "Glory," rapping, "Last time the miscarriage was so tragic/We was afraid you'd disappear/But nah baby you magic."
HBO
"It was the saddest thing I've ever been through," said Beyoncé.
Beyoncé, for her part, has never spoken about the miscarriage ... until now.
But the Super Bowl halftime singer dealt with her tragedy by going back into the recording studio.
"I went into the studio and wrote the saddest song I've ever written in my life," she says, "And it was actually the first song I wrote for my album. It was the best form of therapy for me, because it was the saddest thing I've ever been through."
But soon after, Beyoncé and Jay-Z learned another child was on the way.
HBO Beyoncé eventually did become pregnant with Blue Ivy and reveals her baby bump in the doc.
The power couple eventually did reveal the news to the world when Beyoncé surprised everyone with her baby bump on-stage during a performance at the MTV Video Music Awards in August.
And despite being originally reluctant to let Beyoncé co-direct her own documentary, HBO programming president, Michael Lombardo, recently told GQ:
"You feel ... that vulnerability of someone searching for the comfort place where they're willing to be more than the image that has been fed to us—I was incredibly moved by that ... I dare anybody to tune in and turn it off."