The 19 Kids and Counting star and husband Jim Bob Duggar revealed that they were expecting their 20th child together in November, but announced the miscarriage of their baby girl one month later.
During an appearance on NBC's Today this morning, Michelle said: "I think just the joy of looking forward to a new little life being in our family and then going into a routine ultrasound and finding out our baby has no heartbeat is devastating.
"I think many others have experienced very similar situations because we have heard from so many others."
Michelle told Ann Curry that one of the most difficult parts of the experience for her had been the fact people "really didn't know what to say" to her.
"They want to be sensitive and not make you hurt more, but at the same time when you don't say anything that's difficult too," she said.
She added: "We realise she is with the Lord and we will see her again some day. We have ten boys and ten girls, it's just we only have nine girls here with us.
"We have a sweet memory of her for 18 weeks. We enjoyed having her with us and looking forward to her, and we look forward to seeing her in heaven."
19 Kids and Counting returns for its new season tonight on TLC
Watch the Duggars talking to Ann Curry below: