The news came during a sometimes-tearful wrap-up interview edited into the end of the episode.
"No one knows this, and we can finish after this," she said. "I had a miscarriage for those two weeks that I took off.
"It's a very long story, but that's why on the show when it says, 'She doesn't want to come down, she doesn't want to come down,' I couldn't move, I was sick. And mentally that messes with you."
She added that "watching this series, I just know how I felt at that moment, and I can relate to that girl, which sounds very crazy. I'm like, oh my God, this is sad, like, who's helping her?"
The 27-year-old didn't offer any information about who the father might be, or how far along she was at the time of the miscarriage. The star of "The Canyons" is currently single, she said last week on "The View," noting that men had "been a distraction in the past."
(However, in a new interview with Kode magazine, via Just Jared, she reportedly admitted to a recent relationship with a man who's married, with kids. That interview appears to have taken place before Lohan's recent string of talk-show appearances, and in it Lohan is described by the writer -- who goes by an alias in the piece, according to Us Weekly -- as sipping on a "frequently topped off" vodka on the rocks.)
[Updated, 9:45 p.m. PDT April 21: The Kode interview is allegedly a fake, Gossip Cop reports. "Lindsay never spoke to any journalist at Kode. The interview was completed via email," a Lohan rep told the website Monday evening. So that would mean no married dad, no vodka on the rocks -- which better fits Lohan's recent single-lady declaration and the fact that she's been doing the PR rounds to promote a series focused on her sobriety.]
On her show, Lohan also addressed the infamous list of sex partners that was leaked a while back, which she also discussed last week on "Watch What Happens Live" with Andy Cohen.
She described in more detail how the list got out, saying specifically that it leaked courtesy of one of two people who helped her move out of the Beverly Hills Hotel.