Pamela Anderson loses baby

Pamela Anderson has suffered a miscarriage while filming her new movie.

She was in the early stages of pregnancy with husband Kid Rock's baby, Us Weekly magazine reported.

Anderson's spokeswoman, Tracy Nguyen, confirmed to the magazine that lost the baby last week in Vancouver, Canada, where she is filming Blond On Blonder with Denise Richards.

A source told Us Weekly the 39-year-old mother of two did not go to hospital but was visited by a doctor.

"It is what it is. It was early enough," the source said.

"She will keep trying. She really wants another baby with Bob."

Anderson and musician Kid Rock, 35, were married in August.

The actress has two children with former husband Tommy Lee, Brandon, 10, and Dylan, eight.

Late last month she said it was too soon to talk about any new additions to the family, despite rumours that she was pregnant.

But she told People magazine she would not rule out having more children.

"You never know," Anderson said. "Who knows?"