Mark Ballas and his wife, BC Jean, are going public about a past miscarriage.

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Ballas, a former professional dancer on Dancing with the Stars, and Jean, a singer-songwriter, shared their miscarriage story alongside their new song "Rainbow" on Friday.

Ballas and Jean released "Rainbow" as Alexander Jean, the name of their music duo together.

"We lost a baby last year, just when we thought we were in a good place to tell friends + family we received the heavy news that our little one wasn't going to make it," the couple told fans.

"we've both been through hard things in our lives but this was a different kind of sadness, this song is for anyone that has experienced loss in any form," the pair added. "We hope it brings whoever listens some kind of peace & reminds you that a rainbow isn't far behind."

Ballas' mom, dancer and Strictly Come Dancing judge Shirley Ballas, and DWTS pro Jenna Johnson showed their support for Ballas and Jean on Instagram.

"the most beautifully written song that I have ever heard. This one hits my heart the most. I love you both so very much and I am so very sorry for your loss. Xxx," Shirley Ballas wrote.

"This really hits home you guys love you so much," Johnson said.

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Ballas and Jean married in November 2016. The couple announced in June that they are expecting their first child.

Ballas appeared as a pro in 20 seasons of Dancing with the Stars and announced his retirement from the show in March.