In a series of videos and images she posted on Instagram, a teary Pepper holds Jack, who is wrapped in a blanket.
"My heart aches," Pepper wrote on the social media platform. "love you so much baby Jack."
Chrissy and husband John Legend, who also share daughter Luna, 4, and son Miles, 2, shared their heartbreaking loss with a post to Instagram on Oct. 1.
"We are shocked and in the kind of deep pain you only hear about, the kind of pain we've never felt before," Chrissy wrote. "We were never able to stop the bleeding and give our baby the fluids he needed, despite bags and bags of blood transfusions. It just wasn't enough."
She added that while she and John never name their kids until "the last possible moment," the couple had taken to calling their baby Jack during the pregnancy.
"To our Jack - I'm so sorry that the first few moments of your life were met with so many complications, that we couldn't give you the home you needed to survive," the 34-year-old said. "We will always love you."
"Years ago, I lost a baby at 20 weeks," the Brit shared on Instagram in a message of support to the model. "I had managed to keep my pregnancy quiet and I absolutely collapsed inside and no one would have known…It can be the loneliest, most soul destroying period of time, particularly if you are not in the position of having an emotionally connected, supportive partner like Chrissy has."
Applauding Chrissy's candor, she added, "I think it's an honour to be allowed into another persons grief, especially with a subject like this which so often puts a woman into that hall of mirrors state of life continuing as if the world hasn't, for you ,come to a bloody and terrible halt. Sending so much love to the Legend family, but also so much to the women and couples who have kept it quiet and suffered."