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Zara Phillips watches her horse 'Somewhere To Be' run in The Winning Post Bookmakers Bristol 'National Hunt' Maiden Hurdle Race at Ascot Racecourse in Ascot, England, on Dec. 16, 2016.
Max Mumby—Indigo/Getty Images

Zara Tindall, Queen Elizabeth II‘s granddaughter and the daughter of Princess Anne, has suffered a miscarriage, her spokeswoman confirms to PEOPLE. She was pregnant with her second child with husband and rugby star Mike Tindall.

“Very sadly, Zara and Mike Tindall have lost their baby,” the spokesperson said a statement on Saturday. “At this difficult time, we ask that everyone respects their privacy.”

In late November, the couple announced through a spokesperson that they were expecting their second child and that they were “thrilled.”

The couple was last spotted attending the royal family’s annual pre-Christmas lunch at Buckingham Palace on Tuesday, where Zara and Mike joined Zara’s cousins, including Prince Harry, Princess Kate and Prince William.

Zara, Mike, and their 2-year-old daughter Mia Tindall were expected to join the Queen and the royal family for their Christmas celebrations at Sandringham. The annual trip has already made headlines as the Queen and Prince Philip were forced to cancel their annual train ride to the Sandringham Estate on Wednesday due to “heavy colds.” However, they were later able to make the trip via helicopter on Thursday.

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