In a statement issued by their spokeswoman, the Queen’s Granddaughter and her husband, Zara and Mike Tindall, have announced the loss of their baby.

The spokeswoman said: “Very sadly, Zara and Mike Tindall have lost their baby. At this difficult time, we ask that everyone respects their privacy.”

The child would have been their second, following the birth of daughter Mia in 2014, and the sixth Great Grandchild of the Queen and Prince Phillip.

The statement failed to mention the circumstances surrounding the loss but it is understood that Zara, aged 35 and the daughter of Princess Anne, is not in any danger.

The couple first announced that they were expecting their second child in November. They said that they were extremely happy and looking forward to the birth in late Spring.

Zara is expected to spend Christmas convalescing with her family at their home on Gatcombe Park country estate in Gloucestershire, the residence of her mother.

Buckingham Palace declined to comment saying that it was a private matter.