"It was a shock to be pregnant so soon after having our baby Bertie. At first I was excited but, deep down, I felt fearful that I wasn't physically strong enough," Patsy, 39, told this month's Hello magazine.
"Then at my nine week scan in October, they told me I'd lost the baby. We don't know why, but it shook us all.
"We'd got used to the idea of having another one in the family. I even joked that I'd be like the old woman in the shoe who had so many children she didn't know what to do. It was especially sad for the kids."
Patsy, who plays Bianca Butcher in the hit soap, said that although she was devastated to lose her unborn child, it made her and her cab driver husband, Richard Merkell, grateful for their four healthy children.
As well as one year-old Bertie, they also have a son, Fenton, 11, and daughter Emilia, nine, while Patsy is mum to Charley, 19, from her previous relationship with boxer Alfie Rothwell.
"I've suffered with depression before," said Patsy, whose son Fenton also arrived three weeks early when he was born in June 2000. "I told myself to be brave and to be grateful for what I've got - four amazing children. I know how lucky I am. My family are the light of my life."
Despite the sadness of her miscarriage, Patsy said the family were looking forward to spending Christmas together - especially as Bertie spent last Christmas in hospital.
"Bertie has brought so much joy to the family," she said. "We're all looking forward to celebrating his first Christmas at home."