The miscarriage occurred just after the bellydancer gave birth to Boy Gregory, the couple's infant son who died of a rare skull defect just a week after he was born.
The couple split up in 2000 after four years of marriage.
In a statement released by her manager, she writes: "I can't even think of the words of what I'm feeling".
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She said: "We never had any pet names, and I don't think in the whole time we were together I called him anything, which I guess is a bit weird". He's with our son now.
Prince Rogers Nelson's body was found Thursday at his 70,000-square-foot Paisley Park mansion in Minnesota.
His symptoms were so bad at the time that his plane had to make an emergency landing at Quad City International Airport in Moline, Illinois so he could be rushed to a hospital and receive medical attention.
The grief from fans was so great Thursday that it made Prince's Instagram page temporarily inaccessible.
But who is was Prince's Muse? Known as one of most talented, captivating and enigmatic performers of all time, he sold millions of records. They first met when she auditioned for his dance tour in 1990, after her mom submitted a video cassette of Garcia's dancing to Prince.
Mayte was the inspiration behind Prince's Most Beautiful Girl in the World.
In her first British interview in nine years, Mayte said the relationship "screwed" her for life, leaving her unable to find love.
She said: "All the songs he wrote for me, that's a pretty hard act to follow".
Throughout the years, Prince was romantically linked to the lovely likes of Kim Basinger, Carmen Electra, Sherilyn Fenn, and even Madonna, before settling down once again with Manuela Testolini, a Canadian businesswoman, whom he met when she got a job with Prince's charitable foundation.
The native Canadian largely avoided the spotlight during her marriage to the star, focusing on her charitable endeavors as well as her production company Gamillah, Inc., which she used to help promote non-profit organizations.
The couple last spoke about five years ago.
Testolini would go on to marry Halle Berry's ex-husband Eric Benet in 2011 and the couple now has two daughters.