The Little Couple Stars' Pregnancy Joy Shattered by Surrogate's Miscarriage

Pregnancy joy turned to sadness for the stars of TLC's The Little Couple, as they learned on Tuesday's episode of the successful transfer of an embryo to their surrogate, who later miscarried their unborn child.

Dr. Jennifer Arnold and husband Bill Klein, who both have skeletal dysplasia, a bone-growth disorder that causes dwarfism, have documented their road to parenthood on the show. They decided to use a surrogate to have a baby, because of the challenges a pregnancy could pose to her health.

On the season finale, Arnold and Klein learned their surrogate was expecting. "After we got pregnant, the craziness ensued with us wondering what to do with the baby's room, making sure our surrogate was getting her daily dose of baby vitamins," Klein tells PEOPLE.

But since filming their happy visit to the doctor, the couple's surrogate lost the pregnancy. Klein had to contact his wife, a neonatologist at Texas Children's Hospital, while she was at work in order to tell her the heartbreaking news.

"I didn't want her to be the last person to find out," he says. "Ugly or happy, it needs to be told. It was a very tough day, and Jen took it harder than she originally expected."

"I cried my eyes out," Arnold tells PEOPLE. "I deal with families who lose their babies and I will cry with them, but I thought I would be stronger. Nothing can completely prepare for all that when it is about you."

When the couple were able to get together at the end of the day, they mourned, crying and comforting one another and later talking to family and friends. The next day they decided they would continue trying to start a family, with both surrogacy and adoption as possible paths.

"Bill was a rock, and he held me through everything," Arnold says. "By the next morning, I realized that I needed to try again. We were so close and so pregnant with the ultrasound looking good, and so it was horrible for it to end. But I couldn't have said I was done. A lot of family asked, 'Do you want to go through this again?' And my answer is, yes. I would be miserable if I didn't try again."

A Rocky Road
Because both Klein and Arnold carry a single gene for their type of skeletal dysplasia, there is a chance they could both pass the gene on to their child, which could be lethal for their baby. To avoid this, embryos are genetically tested before implantation.

If no skeletal dysplasia genes are passed on, the baby would be healthy and average sized; if one gene is passed, the baby would be a healthy little person.

Also, Jen is on medication to stimulate her ovaries, which produced only half as many eggs as expected.

"We appreciated all the prayers and positive thinking," says Arnold of sharing her difficult story with the world. "That is comforting and is giving us strength. When we lost the pregnancy, we wondered how we were going to handle it. But by sharing our story, whether it be positive or negative, I think it can help others going through similar things."

Ultimately, becoming parents is what means the most. "We are so in love with each other and supportive of each other that we are going to be okay," she says. "We really want to be parents, and that is the goal here through surrogacy and adoption. We are not done trying yet."

Until that day comes, Klein cherishes life with his wife. "I could go the next 50 or 100 years with just the two of us, because we have a great relationship," he says. "Few people are so lucky to have that from the moment you meet that one person, and everything we add to our relationship is exciting."

Challenges – both past and future – will only make their bond stronger. "We really just feel crazy fortunate to have found each other," Arnold says. "We were both at a point of giving up. Being a little person, everything is a struggle, and it is wonderful when you achieve something you really wanted. You don't let that go so easily."

Re: The Little Couple Stars' Pregnancy Joy Shattered by Surrogate's Miscarriage

That's so sad

Re: The Little Couple Stars' Pregnancy Joy Shattered by Surrogate's Miscarriage

aw i feel so bad for them.. i hope eventually they end up with their LO...

Re: The Little Couple Stars' Pregnancy Joy Shattered by Surrogate's Miscarriage

I'm so sorry for them.

Re: The Little Couple Stars' Pregnancy Joy Shattered by Surrogate's Miscarriage

Many that they'll be successful in the future.

And of course, lots of

Re: The Little Couple Stars' Pregnancy Joy Shattered by Surrogate's Miscarriage

oh how heartbreaking.

Re: The Little Couple Stars' Pregnancy Joy Shattered by Surrogate's Miscarriage

This makes me so sad. I was really hoping it would all work out for them.

Re: The Little Couple Stars' Pregnancy Joy Shattered by Surrogate's Miscarriage

How horrible. I absolutely LOVE this couple, they seem so sweet and down to earth. I really hope a baby is in their near future!!

Re: The Little Couple Stars' Pregnancy Joy Shattered by Surrogate's Miscarriage

It's so sad

Re: The Little Couple Stars' Pregnancy Joy Shattered by Surrogate's Miscarriage

going through a recent mc myself I feel so

sorry they are going through this. I cried

reading this article.

Re: The Little Couple Stars' Pregnancy Joy Shattered by Surrogate's Miscarriage

That's so sad! I was happy for them

Re: The Little Couple Stars' Pregnancy Joy Shattered by Surrogate's Miscarriage

How sad.

Re: The Little Couple Stars' Pregnancy Joy Shattered by Surrogate's Miscarriage

Ugh I feel so bad for them, they want this so bad.

Re: The Little Couple Stars' Pregnancy Joy Shattered by Surrogate's Miscarriage

So so sad.

Re: The Little Couple Stars' Pregnancy Joy Shattered by Surrogate's Miscarriage

so sad!

Re: The Little Couple Stars' Pregnancy Joy Shattered by Surrogate's Miscarriage

aww so sad

Re: The Little Couple Stars' Pregnancy Joy Shattered by Surrogate's Miscarriage

I was bawling last night
so sad for them

Re: The Little Couple Stars' Pregnancy Joy Shattered by Surrogate's Miscarriage

that's so sad; i watch their show and was SO happy when they found out they were pregnant i almost cried. Then the next scene cut to 6 weeks later; and i wanted to cry for them for their loss :(

Re: The Little Couple Stars' Pregnancy Joy Shattered by Surrogate's Miscarriage

Posted by luvmyReese

going through a recent mc myself I feel so

sorry they are going through this. I cried

reading this article.

Re: The Little Couple Stars' Pregnancy Joy Shattered by Surrogate's Miscarriage

I watched last night and I was so upset for them. They really look like such a loving and wonderful couple. I wish them the best and lots of for round 2.

Re: The Little Couple Stars' Pregnancy Joy Shattered by Surrogate's Miscarriage

i'm crying

Re: The Little Couple Stars' Pregnancy Joy Shattered by Surrogate's Miscarriage

so sad!! hopefully they will be successful the next time around! glad they will keep trying!

Re: The Little Couple Stars' Pregnancy Joy Shattered by Surrogate's Miscarriage

I feel so sorry for them!!

Re: The Little Couple Stars' Pregnancy Joy Shattered by Surrogate's Miscarriage

My mom called me up this morning to tell me about this. I feel so bad for them and wish them lots of luck on round #2

Re: The Little Couple Stars' Pregnancy Joy Shattered by Surrogate's Miscarriage

I am so sad for them! Her IVF road has been long and plagued with issues and now she has to start all over. I'm very happy to hear that they will keep trying and also that their surrogate is willing to try again - she seems like the perfect fit for them!