Kym Marsh, who suffered a late miscarriage before the birth of her daughter Polly, said: 'Devastated for them both! Our thoughts are with you, we know your pain.'
Kelly was rushed to hospital at the end of last week, but doctors were unable to save her unborn daughter.
Kelly is said to be resting at her mum Sandra's house in Kent with Thom. The couple announced their baby news in March, just three months into their relationship.
A friend told reporters Kelly was 'inconsolable' over her loss.