Actress Pamela Anderson, 39, and her husband, musician Kid Rock (born Robert James Ritchie“, 35, have suffered a miscarriage. 

A spokesperson for Anderson confirms that the actress suffered a miscarriage late last week in Vancouver, Canada, while filming her new movie, Blonde and Blonder.

Anderson’s rep, Tracy Nguyen, is asking that “Pamela’s privacy be respected at this time.”

A source says that Anderson was not far along, and that the pregnancy was at its early stages.

“It is what it is,” says the source. “It was early enough.”

The source confirms that the actress did not go to the hospital to be treated, but instead had a doctor come to her to determine the miscarriage. The stress and the pressure of her rigorous filming schedule is believed to have caused the miscarriage.

“She will keep trying. She really wants another baby with Bob,” says the source.

Anderson and her husband, Kid Rock, were married on August 3 of this year. The actress has two children with her former husband, Tommy Lee; Brandon, 10, and Dylan, 8.