The singer told her Instagram followers that she and partner Sam Asghari had "lost our miracle baby".
It comes months after she escaped a legal arrangement that gave her father control over many aspects of her life, including her reproductive health.
The 40-year-old, who has two teenage sons, previously said she wanted a family with personal trainer Asghari.
"It is with our deepest sadness we have to announce that we have lost our miracle baby early in the pregnancy," she wrote in a post on Saturday.
She continued: "This is a devastating time for any parent.
"Perhaps we should have waited to announce until we were further along, however, we were overly excited to share the good news.
"Our love for each other is our strength. We will continue trying to expand our beautiful family."
In 2008 Spears' father set up a form of legal guardianship, known as a conservatorship, after she experienced a public mental health crisis.
Speaking against the conservatorship in court last year, she told a judge the arrangement prevented her from marrying or removing her birth control.
Announcing her pregnancy in April, she said it would probably be "hard" as she had previously experienced perinatal depression - the medical term for depression occurring any time between becoming pregnant to about a year after giving birth.
The singer, who has two children from her marriage to Kevin Federline, said it had been "absolutely horrible" and was rarely talked about in the past.