The Challenge's Natalie Anderson Talks 'Heartbreaking' Miscarriage in Emotional Post

Natalie Anderson is opening up about the miscarriage she suffered after announcing her exit from The Challenge: Double Agents upon finding out she was pregnant.

In an emotional Instagram post Thursday night — which she prefaced with, "For anyone who has struggled to find themselves after a loss … this is for you! ❤️" — the reality star, 34, referred to the miscarriage as her "second heartbreaking loss."

"Finding out I was pregnant in Iceland, thousands of miles away from [boyfriend Devin Perez] was hard, emotional & confusing," Anderson shared. "When I got home I found out I was 8 weeks pregnant. Through all my insane training leading up to Iceland & competing, not once did my body let me down. The female human body is amazing and I am so proud of what mine was and is capable of enduring. Watching myself wrestle on top of a semi, while pregnant is insane 😳"

But once she arrived home, "the possibility of becoming a mother and starting a family with Devin was a decision that we embraced together," Anderson continued. "We were excited (but also totally freaked out) about this new journey."

"A week later I unexpectedly had a miscarriage. A second heartbreaking loss," she added.

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The reality star admitted that "leaving the show was difficult for so many reasons," as she'd been "ready to win the whole competition."

"I was disappointed," she said. "I felt like I let myself & the people who helped me prepare for The Challenge down. I wanted to compete, I wanted to accomplish what I trained for, I wanted to WIN. Leaving the house with unfinished business was heartbreaking."

Anderson wrapped up her post by saying she was inspired to share her story "for those who have gone through a pregnancy loss or [are] grieving any other loss."

"You can overcome!" she said. "Life has a way of testing us and you owe yourself kindness though the hardest times. I am proud to be healthy and happy after overcoming the emotions of leaving the show early and the loss of my pregnancy."

As for the big picture, "I am grateful for my adventurous life!" Anderson noted. "One that has given me the ability to harness my mental fortitude and also forced me to cultivate positive practices for dealing with loss and regret."

"I am so proud of Devin and I for letting this experience make us not break us," she wrote. "I am grateful for his strength and support though these challenges. Could not have done it without you. love you 😌🤎"

In a recent interview with PEOPLE, Anderson opened up about her exit from the show and subsequent pregnancy loss, saying, "I had to digest losing the pregnancy and being like, 'Now I have no Challenge win under my belt and I don't have this new journey I was looking forward to.' It was really difficult."

But now, after going "through the healing process" with Perez, the Survivor: San Juan del Sur winner feels "excited to move forward and figure out the next steps in my life."

"I really did do the work necessary to get to this space that I'm in now," Anderson said. "After any kind of loss, it's up to us to create that safe environment to come back to a healthy head space. And if I can help anybody, that was my goal. I want anybody who is going through something hard to remember: The last thing you need to do is be hard on yourself. Be kind to yourself and embrace all the difficult stuff that happens in a way that you can grow and become a stronger person on the other side."

The Challenge: Double Agents airs Wednesdays at 8 p.m. ET on MTV.

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