The celebrity chef shared the announcement on his Facebook page on 13 June alongside a touching black and white snap of the couple.
"Hi guys, Tana and I want to thank you so much for your support over the past couple of weeks," Ramsay wrote.
"We had a devastating weekend as Tana has sadly miscarried our son at five months."
"I’d especially like to send a big thank you to the amazing team at Portland Hospital for everything they’ve done."
Ramsay's fans immediately started sending in messages of support to the couple.
"How heartbreaking. So very sorry for your loss," one person commented.
"Hoping you all have much support in the coming days, weeks and months."
Many also praised the family for speaking publicly about miscarriage.
"We have lost a son at 36 weeks and there is no pain like it," a lady wrote.
"Hugs to your family from ours. Also thanks for speaking about it. This is one of those topics that makes people uncomfortable and nobody discusses much."
Another commented: "I am so very sorry, thank you so much for speaking out about it, it is much needed and I feel your pain."
The couple are already parents to Megan, 18, twins Jack and Holly, 16, and Matilda, 14.
They revealed they were expecting their fifth child together in May 2016.
Ramsay announced it during an appearance on “The Late Late Show with James Corden.”
Noting that the chef has four teens, James Corden asked him: “That's a lot of hormones. Are you and Tana surviving that?”
“Uh, well. Three girls and a boy,” Ramsay replied. “And one more on the way!”
Ramsay said their third child was due in September 2016.
Our thoughts are with the couple at this time.
For information and support to anyone surrounding miscarriage:
Saying Goodbye: Saying Goodbye also offer international support to parents at whatever stage they have lost a child, and will signpost you to other national, regional and local support groups.
The Miscarriage Association: Offer support and information to anyone affected by the loss of a baby in pregnancy, to raise awareness and to promote good practice in medical care.
Stillbirth and Neonatal Death Society (SANDS): Sands is an organisation which can offer you support when your baby dies during pregnancy or after birth. At Sands there are people who understand what it's like because many of them have been through this experience themselves.