According to The Mirror, Brook, who was over five months pregnant, suffered the loss last week.
Her spokesman Jonathan Hackford said: "Kelly Brook and Thom Evans have sadly lost their baby.
"They request that everyone please respect their privacy at this very painful time and there will be no further comment."
The 31-year-old model and actress is reported to be recovering at home.
A friend told the Daily Mail: "Kelly is understandably devastated. She's at home and she's being looked after by Thom and her mum Sandra.
"There's nothing you can say to anyone at a time like this. She just needs to be allowed some time alone to grieve."
Brook and Evans have been together since they met at a London nightclub last November.