The 34-year-old reality TV mainstay abruptly left the MTV competition show during the Wednesday, Jan. 13 episode, with host T.J. Lavin explaining that she was "no longer cleared" to compete.
Although she was cryptic during her final episode about the reason for her exit, Natalie told Us Weekly on Jan. 13 that she had to leave because she learned that she and Devin Perez, her boyfriend of more than a year, were expecting a baby. Sadly, not long after walking away from the show, she experienced a miscarriage.
Producers had her take a pregnancy test during the season when they realized her period was late, and she acknowledged that finding out about she was expecting during production on the show wasn't ideal.
"It was like this weird wave of happiness, shock, surprise, disappointment. I didn't even process what I was actually feeling," the former Survivor winner recalled. "I was just like, 'How am I pregnant? I want to win this money!' I love my boyfriend, but he's not here. It was just the most awkward way to find out you're pregnant, because it could have been an amazing feeling, but I didn't have the opportunity to feel like that because I was just so confused and torn about having to leave the game, but also was super excited and happy."
Once she arrived home, she was finally able to "breathe and embrace the pregnancy in a way that I hadn't felt while I was out there."
After her doctor visit, she learned that she was eight weeks along. But a week after that, Natalie began experiencing painful cramping.
"I went through a miscarriage, and it was really difficult because I had just kind of come to peace with leaving the game and saying goodbye to the competition of the challenge, which I love, came back home and changed my mindset into this new journey," she continued. "And that was then taken away from me. It was hard for me."
The alum of The Amazing Race admitted that she was "dreading" having her episodes of The Challenge start to air due to the heartache of reliving the ordeal. Ultimately, she used the time to bond with Devin and said it "definitely was a make or break for us," but that they were both able to lean on each other throughout the tough experience.
"I did everything that I could in my power to kind of make peace with my journey, and I'm just really proud of where I am right now and where we are together," she added.