The message marked the first time the 25-year-old has spoken of the "deeply distressing" event since it occurred last weekend.
At the time, a rep for the singer announced "with great sadness" that Allen and her 31-year-old beau Sam Cooper suffered the loss six months into what otherwise seemed to be a healthy pregnancy.
The announcement was preceded by news that Allen was forced to back out of a charity event in London after contracting a viral infection and getting ordered to bed rest, though no further details were given at the time. Allen's rep said then, though, that due to her pregnancy, the British pop star was not cleared to take any medications, thus worsening her condition.
Hang in there, Lily.