The Britains Got Talent judge was admitted to hospital on Tuesday after she noticed that the baby had stopped moving. Her son was stillborn not long after her admission to the West Middlesex Hospital in London.
A spokeswoman for Holden and her husband, Chris Hughes, said: It is with immense sadness that Amanda and Chris confirm today that they have lost their baby boy.
They are utterly devastated. Amanda had been closely monitored throughout her pregnancy and it is not yet known what went wrong.
The couple are awaiting the results of tests to ascertain the cause of the miscarriage the second for the actress in less than a year.
Piers Morgan, a former co-judge with Holden on Britains Got Talent, wrote on Twitter: So desperately sad for my special friend sending her and Chris my love and prayers at this horrible time.
Myleene Klass tweeted: Im so very sorry. Please God, watch over your family and your little angel in heaven.
Holden only revealed she was pregnant last month after losing another baby last May. She described that time as the "blackest period of my life".
She and Mr Hughes have a five-year-old daughter, Alexa. Christian Today