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Kelsey Grammer, Kayte Walsh

Haley Mevorach/startraksphoto.com

Nearly two months after announcing they were expecting, Kelsey Grammer and girlfriend Kayte Walsh are faced with making the difficult announcement today that they lost the baby.

In a statement to E! News, the couple says:

"We lost our unborn child about six weeks ago. We would like to thank all of those who expressed kindness and concern but we needed a little time to heal, time to find some solace before we publicly acknowledged our loss."

We wish you both the best during this hard time.