Royal Zara and her husband, Mike Tindall, reveal they have lost their second baby

There's a royal sadness this holiday season.

The Queen's granddaughter Zara Tindall and her husband have lost their unborn baby, just weeks after revealing they were expecting their second child.

A spokeswoman for the royal couple made the announcement on Saturday.

"Very sadly, Zara and Mike Tindall have lost their baby. At this difficult time, we ask that everyone respects their privacy," the spokeswoman shared. She did not give any further details about the miscarriage.

The baby would have been the Queen and Duke of Edinburgh's sixth great-grandchild.

Zara, a well-known equestrian champion, and her husband, former England rugby player and captain Mike Tindall, 38, made the official announcement that they were expecting at the end of November after speculation about her growing midsection.

The duo are already parents to Mia, who is nearly three years old. Zara, 35, was reportedly about four months into her pregnancy and the baby was set to arrive in the spring.

Zara is the daughter of the Princess Royal, Anne. She married Tindall in 2011. Tindall does not have a royal HRH title.

Buckingham Palace didn't comment on the private matter.

PHOTOS: Zara and Mike Tindall in recent years