"No one knows this," said the Mean Girls star. "I had a miscarriage for those two weeks that I took off."
The 27-year-old was responding to criticism that she held up production on Lindsay, which charted her attempts to get her life and career back on track after rehab.
Lindsay broke down in tears while talking about the failed pregnancy
She added: "It's a very long story. 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."
The troubled starlet did not say who the father was.
In an interview filmed after the show, Lindsay described watching scenes of herself as "crazy".
Speaking about herself in the third person, she said: "I can relate to that girl, which sounds kind of crazy, but I'm like, "Oh my god, this is really sad. Who's helping her?
"There was a lot going on in my life then. I cried so many times watching it."
The actress also explained how she felt when a list of her former lovers was made public
There has been controversy over the filming of the show for Oprah Winfrey's OWN network because it came at such a tumultous time for the actress.
During the finale, she addressed the publication of a list detailing her former lovers, saying it was photographed by a person who helped her move. Lindsay has now cut that friend out of her life.
She explained that the list was written as part of her recovery process and said the publication was "unfortunate and disrespectful" to the men who are now in other relationships.
Viewers were also shown the temptations that Lindsay faced in her world where the champagne flows freely at galas and parties. But she insisted she feels "OK about being around people drinking" and friends who do so are not "bad people" or "a bad influence".
She added: "They wouldn't be around me drinking if they knew I couldn't handle it. And that's how I know they're my friends."
Despite the recent drama, Lindsay insists she is now much happier
"I'm in a good place and I don't want to mess with that," she said. "Because it feels good, and I'm happy. "So thank you," she told the crew.