The Mean Girls star's eight-part docu-series on Oprah Winfrey's OWN Network came to an explosive end on Sunday when the 27-year-old shared her devastating secret.
Breaking down in tears, Lohan made the confession while explaining why she took a two-week break from filming, saying, "No one knows this - I had a miscarriage for those two weeks that I took off.
"That's why on the show when it says she doesn't want to come down, I couldn't move, I was sick. Mentally, that messes with you."
She refused to divulge the identity of the father, simply saying it was "a very long story."
Lohan also discussed the leaked list of her celebrity lovers, which was published in U.S. tabloid magazine In Touch last month.
The actress explained she was heartbroken after a picture of the note, which featured famous names including James Franco, Ashton Kutcher, Heath Ledger, Justin Timberlake, Zac Efron, and Colin Farrell, hit headlines.
She added, "That was part of my (rehab) Betty Ford (treatment) - it's step number 5 or step number 8. It's your sexual inventory. So that was really personal to my sponsor.
"When I was moving, there were two people there that helped me move... Someone took a photo, and I'm pretty sure I know who it is, unfortunately."
"The fact that that happened was not only humiliating but it was just mean. It was mean-spirited for someone to do that. That's a desperate human being who is really (expletive) up in the head."
Adding up her experience shooting the series, Lohan insisted she has no regrets: "I cried so many times watching it.... But I'm happy. The biggest thing I learned from his experience and doing this show is my work ethic is different. I have that fire back in me."