Dedicating his Billboard Music Awards performance to her, he wrote: "This is for Chrissy. I love and cherish you and our family so much. We've experienced the highest highs and lowest lows together.
"Watching you carry our children has been so moving and humbling. I'm in awe of the strength you've shown through the most challenging moments. What an awesome gift it is to be able to bring life into the world. We've experienced the miracle, the power and joy of this gift, and now we've deeply felt its inherent fragility."
WATCH: John Legend dedicates heartbreaking performance to wife Chrissy Teigen
On 30 September, Chrissy and John shared that they had lost the baby boy they were expecting. This would have been their third child together.
Of his emotionally-charged tune, the award-winning musician revealed that the couple will remain stronger than ever. "I wrote this song because I have faith that as long as we walk this earth, we will hold each other's hands through every tear, through every up and down, through every test," he said.
"We promised each other this on our wedding day seven years ago, and every challenge we've faced has made that promise more powerful, more resilient. Our love will remain. We will never break."
Chrissy tragically lost her baby boy in September
Thanking fans for their support over the past few weeks, John added: "Thank you to everyone who has been sending us prayers and well wishes, flowers, cards, words of comfort and empathy. We feel and appreciate your love and support more than you know.
"More than anything, we've heard so many stories about how so many other families have experienced this pain, often suffering in silence. It's a club no one wants to be a part of, but it's comforting to know we're not alone.
The couple were inundated with messages of support from friends and family
"I'm sure Chrissy will have much more to say about this when she's ready. But just know we're grateful and we're sending love to all of you and your families."
Chrissy and John have been married since 2013 and share daughter Luna, four, and two-year-old Miles.
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