Pamela's rep has confirmed that the miscarriage took place while Pamela was in Vancouver shooting her new film with Denise Richards, Blonde and Blonder. Her rep asked that "Pamela's privacy be respected at this time."

An insider told the National Enquirer, "Pam is crushed - she was trying to keep the pregnancy a secret until she finished her first trimester. This baby meant everything to Pam and Kid, and she'd only told a handful of people about the exciting news."

Us Weekly reports that Anderson did not go to the hospital at the time of her miscarriage, but was treated by a doctor. The magazine website states, "The stress and the pressure of her rigorous filming schedule is believed to have caused the miscarriage." But Pam decided to work through her pain. The Enquirer source said, "Pam didn't want anyone to know about her tragedy, and went quietly back to work."

A source close to Anderson told Us, "She will keep trying [to conceive again]. She really wants another baby with [Kid Rock]."