In August, Kelsey Grammer, 55, began stepping out with a new 29-year-old girlfriend, Kayte Walsh, amid speculation that she was pregnant. The two soon confirmed that they were indeed expecting a baby.

It turns out the couple have recently been coping with sad news about the pregnancy. Today, Grammer and Walsh revealed in a statement to PEOPLE:

"We lost our unborn child about six weeks ago....We would like to thank all of those who expressed kindness and concern but we needed a little time to heal, time to find some solace before we publicly acknowledged our loss."