"We were in Dallas for a show," she recalled during a Good Morning America interview that aired March 30. "And while we were practicing, we did something and I just turned to him and I was like, 'I think I'm bleeding.' And immediately, just my heart dropped. I could see it in his face just went white. I sprinted to our hotel room, and I lost the baby in our hotel room."
Jenna added that she and Val kept news of the pregnancy loss private as "no one knew" they'd been expecting. And looking back, the 28-year-old remembered how the loss affected her and her passion for dance.
"I didn't want to dance for a while," she noted. "I was so angry. But then it kind of became my escape. I was so, so sad. I was hurting so much."
The year after their heartbreaking experience, Jenna announced she was pregnant in July 2022, with her and Val welcoming Rome six months later in January. As for life with their little one?
"Even the hardest, most ruthless nights, the exhaustion," she said, "he's so worth it."
Throughout their journey, Jenna and Val, who tied the knot in 2019, have been by each other's sides.
"He was my biggest support system while I was pregnant," she told GMA. "So tender and sweet and those exhausting, tired moments when you're up at 4 a.m. together and you're like, ‘Oh my gosh, that's my teammate and he's willing to do this with me.'"
And Val suggested parenthood has brought them even closer together.
"The rush of love I think definitely flooded me more in regards to my wife," the 37-year-old said. "I've never loved her more. I've never appreciated her more."
While this was the first time Jenna has spoken about her miscarriage, she has gotten candid with followers about her road to motherhood before.
Jenna has spoken about her road to motherhood before. Days after confirming her pregnancy in July, the dancer shared a video of the moment she learned they were expecting baby Rome.
"We had actually stopped trying to conceive for about 6 months to mentally/emotionally give ourselves a break…" she captioned the Instagram post, "so the shock, disbelief, and sheer joy in this moment is a memory I will never forget."
And while sharing the happy moment, she noted that it came after a difficult fertility journey.
"I want to keep this moment very positive because there is so much to celebrate and my heart is overflowing with gratitude, BUT our journey getting to this point wasn't an easy one," she continued. "I remember watching people share these videos and aching because I wished so badly I could experience that joy. After two years of infertility, and hundreds of negative tests after negative tests, it was heart wrenching at times to stay optimistic and made me question whether I would ever have this opportunity."
Jenna also sent a message to anyone else experiencing fertility struggles, adding, "It may not happen on your timeline and the journey may rip your heart open at times, but don't give up on yourself and your precious baby! It will happen."