The model broke her silence with the tweet:
'Thank you everyone for your lovely messages, it means so much. I will be back soon xxxxxx.'
Kelly has been keeping a low profile since her sad news, stepping out just once or twice, preferring to stay at home to recover with boyfriend, Thom Evans.
She was just under five months pregnant with her first baby when she miscarried last month.
In the days that followed, fellow celebs Denise Van Outen and Dannii Minogue used the social networking site to send her their best wishes.