Before you go, we thought you'd like these...  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  Zara and Mike Tindall together  Zara and Mike Tindall together  GOLD COAST, AUSTRALIA - JANUARY 09: Zara Phillips and Mike Tindall attend the Magic Millions Raceday at Gold Coast Turf Club on January 9, 2016 in Gold Coast, Australia. (Photo by Bradley Kanaris/Getty Images)  KINGHAM, OXFORDSHIRE - AUGUST 28: Mike Tindall, Zara Tindell and their daughter Mia Tindall pose for a photograph during day three of The Big Feastival at Alex James' Farm on August 28, 2016 in Kingham, Oxfordshire. (Photo by Tim P. Whitby/Getty Images)  TETBURY, UNITED KINGDOM - JUNE 19: (EMBARGOED FOR PUBLICATION IN UK NEWSPAPERS UNTIL 48 HOURS AFTER CREATE DATE AND TIME) Mike Tindall plays with daughter Mia Tindall as they watch Zara Phillips play in a Jockeys vs Olympians charity polo match at the Beaufort Polo Club on June 19, 2016 in Tetbury, England. (Photo by Max Mumby/Indigo/Getty Images)  LONDON, UNITED KINGDOM - JUNE 12: (EMBARGOED FOR PUBLICATION IN UK NEWSPAPERS UNTIL 48 HOURS AFTER CREATE DATE AND TIME) Prince Edward, Earl of Wessex, Zara Phillips and Mike Tindall watch a carnival parade as they attend 'The Patron's Lunch' celebrations to mark Queen Elizabeth II's 90th birthday on The Mall on June 12, 2016 in London, England. (Photo by Max Mumby/Indigo/Getty Images)  LONDON, ENGLAND - JUNE 10: (L-R) Prince Andrew, Duke of York, Princess Beatrice, Princess Eugenie, Princess Anne, Princess Royal, Sir Timothy Lawrence, Peter Phillips, Autumn Phillips, Zara Phillips and Mike Tindall sing during the service of thanksgiving for Queen Elizabeth II's 90th birthday at St Paul's cathedral on June 10, 2016 in London, United Kingdom. (Photo by Ian Vogler - WPA Pool/Getty Images)  LONDON, ENGLAND - JULY 06: Zara Phillips and Mike Tindall attend day nine of the Wimbledon Tennis Championships at Wimbledon on July 06, 2016 in London, England. (Photo by Karwai Tang/WireImage)  VIRGINIA WATER, ENGLAND - MAY 25: Mike Tindall and Zara Phillips share a moment at the BMW PGA Celebrity Pro-Am Golf Championship at Wentworth on May 25, 2016 in Virginia Water, England. (Photo by Danny Martindale/WireImage)  BADMINTON, UNITED KINGDOM - MAY 07: (EMBARGOED FOR PUBLICATION IN UK NEWSPAPERS UNTIL 48 HOURS AFTER CREATE DATE AND TIME) Mike Tindall carries daughter Mia Tindall (holding a riding crop) on his shoulders after watching Zara Tindall compete in the cross country phase of the Badminton Horse Trials on May 7, 2016 in Badminton, England. (Photo by Max Mumby/Indigo/Getty Images)  BADMINTON, UNITED KINGDOM - MAY 07: (EMBARGOED FOR PUBLICATION IN UK NEWSPAPERS UNTIL 48 HOURS AFTER CREATE DATE AND TIME) Mike Tindall carries daughter Mia Tindall as he talks with wife Zara Tindall after she competed in the cross country phase of the Badminton Horse Trials on May 7, 2016 in Badminton, England. (Photo by Max Mumby/Indigo/Getty Images)  LIVERPOOL, UNITED KINGDOM - APRIL 09: (EMBARGOED FOR PUBLICATION IN UK NEWSPAPERS UNTIL 48 HOURS AFTER CREATE DATE AND TIME) Zara Phillips and Mike Tindall watch the Grand National as they attend day 3 'Grand National Day' of the Crabbie's Grand National Festival at Aintree Racecourse on April 9, 2016 in Liverpool, England. (Photo by Max Mumby/Indigo/Getty Images)  STROUD, UNITED KINGDOM - MARCH 26: (EMBARGOED FOR PUBLICATION IN UK NEWSPAPERS UNTIL 48 HOURS AFTER CREATE DATE AND TIME) Mike Tindall carries daughter Mia Tindall as they watch Zara Phillips compete in the cross country phase of the Gatcombe Horse Trails at Gatcombe Park, Minchinhampton on March 26, 2016 in Stroud, England. (Photo by Max Mumby/Indigo/Getty Images)  KING'S LYNN, UNITED KINGDOM - DECEMBER 27: (EMBARGOED FOR PUBLICATION IN UK NEWSPAPERS UNTIL 48 HOURS AFTER CREATE DATE AND TIME) Zara Phillips and Mike Tindall depart after attending the Sunday service at St Mary Magdalene Church, Sandringham on December 27, 2015 in King's Lynn, England. (Photo by Max Mumby/Indigo/Getty Images)  LONDON, UNITED KINGDOM - DECEMBER 16: (EMBARGOED FOR PUBLICATION IN UK NEWSPAPERS UNTIL 48 HOURS AFTER CREATE DATE AND TIME) Mike Tindall and Zara Phillips attend a Christmas lunch for members of the Royal Family hosted by Queen Elizabeth II at Buckingham Palace on December 16, 2015 in London, England. (Photo by Max Mumby/Indigo/Getty Images)  COWES, ENGLAND - AUGUST 13: Zara Phillips and Mike Tindall take part in the Artemis Challenge on August 13, 2015 in Cowes, England. (Photo by Mark Cuthbert/UK Press via Getty Images)  COWES, ENGLAND - AUGUST 13: Zara Phillips and Mike Tindall take part in the Artemis Challenge on August 13, 2015 in Cowes, England. (Photo by Mark Cuthbert/UK Press via Getty Images)  ABERFELDY, SCOTLAND - JULY 11: Zara Phillips and daughter Mia Tindall (L) support husband Ex England rugby star Mike Tindall during the grueling Artemis Great Kindrochit Quadrathlon in Loch Tay Scotland on July 11, 2015 in Aberfeldy, Scotland. (Photo by Nigel Roddis/Getty Images for Artemis Quadrathlon)  ABERFELDY, SCOTLAND - JULY 11: Zara Phillips and daughter Mia Tindall support husband Ex England rugby star Mike Tindall and Scottish player Rory Lawson, grandson of legendary rugby commentator Bill McLaren, compete in the grueling Artemis Great Kindrochit Quadrathlon in Loch Tay Scotland on July 11, 2015 in Aberfeldy, Scotland. (Photo by Nigel Roddis/Getty Images for Artemis Quadrathlon)  LONDON, ENGLAND - JULY 08: Mike Tindall and Zara Phillips attend day nine of the Wimbledon Tennis Championships at Wimbledon on July 8, 2015 in London, England. (Photo by Karwai Tang/WireImage)  HERTFORD, UNITED KINGDOM - MAY 08: (EMBARGOED FOR PUBLICATION IN UK NEWSPAPERS UNTIL 48 HOURS AFTER CREATE DATE AND TIME) Mike Tindall and Zara Phillips attend an evening reception for the ISPS Handa Mike Tindall 3rd Annual Celebrity Golf Classic at the Grove Hotel on May 8, 2015 in Hertford, England. (Photo by Max Mumby/Indigo/Getty Images)  HERTFORD, ENGLAND - MAY 08: Zara Phillips and Mike Tindall attend the ISPS Handa Mike Tindall 3rd Annual Celebrity Golf Classic at The Grove Hotel on May 8, 2015 in Hertford, England. (Photo by Dave J Hogan/Getty Images)  HERTFORD, ENGLAND - MAY 08: Zara Phillips and Mike Tindall attend the ISPS Handa Mike Tindall 3rd annual celebrity golf classic at The Grove Hotel on May 8, 2015 in Hertford, England. (Photo by Karwai Tang/WireImage)  COWES, ENGLAND - AUGUST 07: Zara Phillips and Mike Tindall take part in The Artemis Challenge during Cowes week on August 7, 2014 in Cowes, England. (Photo by Mark Cuthbert/UK Press via Getty Images)  MINCHINHAMPTON, UNITED KINGDOM - AUGUST 03: (EMBARGOED FOR PUBLICATION IN UK NEWSPAPERS UNTIL 48 HOURS AFTER CREATE DATE AND TIME) Autumn Phillips and Peter Phillips play with Mia Tindall (daughter of Zara Phillips and Mike Tindall) as they attend day 3 of the Festival of British Eventing at Gatcombe Park on August 3, 2014 in Minchinhampton, England. (Photo by Max Mumby/Indigo/Getty Images)  MINCHINHAMPTON, UNITED KINGDOM - AUGUST 02: (EMBARGOED FOR PUBLICATION IN UK NEWSPAPERS UNTIL 48 HOURS AFTER CREATE DATE AND TIME) Princess Anne, The Princess Royal talks with Mike Tindall (pushing daughter Mia Tindall in her buggy) as they watch Zara Phillips compete on her horse High Kingdom in the dressage phase of the Festival of British Eventing at Gatcombe Park on August 2, 2014 in Minchinhampton, England. (Photo by Max Mumby/Indigo/Getty Images)  ASCOT, UNITED KINGDOM - JUNE 17: (EMBARGOED FOR PUBLICATION IN UK NEWSPAPERS UNTIL 48 HOURS AFTER CREATE DATE AND TIME) Zara Phillips and Mike Tindall attend Day 1 of Royal Ascot at Ascot Racecourse on June 17, 2014 in Ascot, England. (Photo by Max Mumby/Indigo/Getty Images)  NEWPORT, WALES - MAY 19: Zara Phillips with baby Mia during the Mike Tindall Celebrity Golf Classic event in support of Rugby for Heroes and the On Course Foundation at the Celtic Manor Resort on May 19, 2014 in Newport, Wales. (Photo by Matthew Horwood/Getty Images)  NEWPORT, WALES - MAY 19: Zara Phillips with Mike Tindall (L to R) during the Mike Tindall Celebrity Golf Classic in support of Rugby for Heroes and the On Course Foundation at the Celtic Manor Resort on May 19, 2014 in Newport, Wales. (Photo by Matthew Horwood/Getty Images)  LIVERPOOL, UNITED KINGDOM - APRIL 05: (EMBARGOED FOR PUBLICATION IN UK NEWSPAPERS UNTIL 48 HOURS AFTER CREATE DATE AND TIME) Princess Anne, The Princess Royal, Sir Tim Laurence, Mike Tindall and Zara Phillips watch Mike Tindall's horse Monbeg Dude run in the Crabbie's Grand National horse race at Aintree Racecourse on April 5, 2014 in Liverpool, England. (Photo by Max Mumby/Indigo/Getty Images)  MINCHINHAMPTON, UNITED KINGDOM - MARCH 22: Mike Tindall pushes his baby daughter Mia, whose mother is Zara Phillips, in a pram during the Gatcombe Horse Trials at Gatcombe Park on March 23, 2014 in Minchinhampton, England. (Photo by Anwar Hussein/WireImage)
It's a royal tragedy for Princess Anne's daughter, Zara, after it was announced that she miscarried her baby.