The 'Halo' singer is said to reveal how her loss inspired her to write the 'saddest song' of her life, Metro reports.
Husband Jay-Z sparked rumours that the singer had previously suffered a miscarriage before the birth of daughter Blue Ivy when he penned a track about her last year.
In the song he rapped: "Last time the miscarriage was so tragic/We was afraid you'd disappear/But nah baby you magic."
Beyoncé also opens up about her successful music and acting career in the self-directed documentary, which airs on February 16 on the cable network.
She will also take to the stage next weekend for her much-anticipated Super Bowl halftime performance and has posted rehearsal pictures teasing her set.
It is rumoured that she will reunite with her Destiny's Child bandmates. However, this has since been denied by Michelle Williams.
When WRUG Radio asked about the Super Bowl reunion, Williams said: "That's not confirmed. It is rumoured. I'm gonna be in the musical Fela!. I hate to disappoint the people and tell them that it's not true."
Beyoncé has been at the centre of controversy recently after it was alleged she lip-synched her performance of 'The Star Spangled Banner' at the inauguration of President Barack Obama.
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