"I knew, as I clutched my firstborn child, that I was losing my second," Meghan said in a piece for the New York Times.
She went on to describe how she watched "my husband's heart break as he tried to hold the shattered pieces of mine".
Meghan wrote that "loss and pain have plagued every one of us in 2020".
The 39-year-old shared her experience to urge people to "commit to asking others, 'are you OK?'" over the Thanksgiving holiday in the US.