The couple welcomed its first child, a daughter, last month, but the former "House of Cards" star reveals it wasn't the first positive pregnancy test she had received.
In a candid recent interview on "Dr. Berlin's Informed Pregnancy" podcast, Kate explained, "It was the first time I've ever been pregnant, and I've never had that excitement and shock of being an almost mum."
She shared the news with Jamie while they were in a car, stopped at a red light, and the Brit was just as surprised as she had been to discover they were having a baby.
"He just burst out laughing and was like, 'Oh, my God. How is that possible?' " Kate recalled.
However, "The Fantastic Four" co-stars soon faced heartache as the ultrasound technician informed the pair she "couldn't see the embryo" during a check up eight weeks into the pregnancy.
"I think the next day we went back in and she said I clearly had a blighted ovum... 'Basically, you've miscarried, but it just hasn't left your body yet'," the 36-year-old shared.
The miscarriage officially occurred when Kate was three months along, and the loss "dragged out forever".
Kate and Jamie would go on to conceive their daughter in late 2018: "It was weird," she admitted of finding out she was pregnant again. "I was so excited, but also sad that we weren't as excited as we were the first time, because that was clear that it was a very different dynamic."
The couple, which began dating in 2015 and exchanged vows in 2017, only went public with the baby news in February, while attending Elton John's annual Oscars viewing party, and Kate and Jamie's little girl was born in mid-May.
The actress waited until America's Memorial Day holiday on May 27 to break the news of the tot's arrival, posting a picture of her tiny toes on Instagram.
"We had a baby a couple weeks ago," she captioned the image. "Here are her feet."
They have yet to reveal the name of their daughter, but she already has a half-brother in five-year-old Jack, Jamie's son with his ex-wife, Evan Rachel Wood.