In a statement released Monday, the couple said they were devastated by the loss of Poppy Barlow, who was delivered stillborn on Saturday.
They said their focus is “on giving her a beautiful funeral and loving our three children with all our hearts.”
They also said, “ We’d ask at this painful time that our privacy be respected.”
The couple have a son and two daughters.
Barlow, a member of Take That and judge of TV talent show “The X Factor,” was organizer of June’s huge Buckingham Palace concert celebrating Queen Elizabeth II’s Diamond Jubilee.
Take That had been rumored to be among the acts performing at the closing ceremony of the London Olympics on Sunday.