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Bill and Giuliana Rancic have been trying for a new baby all season on their hit reality show, "Giuliana & Bill," but today's season finale, which shows the couple getting a call from a doctor, may leave audiences wondering what happened.

That's because the Rancics weren't quite ready then to share the news that they recently shared with the world - their surrogate, Delphine, suffered a miscarriage while carrying their second child.

"You're getting this call and there's cameraman around you and all these people, and Bill and I kinda looked at each other like, 'You know what? Let's just make this call short and let's get off camera and talk to the doctor more about this,'" Giuliana Rancic told E! Online.

Bill and Giuliana Rancic's Surrogate Suffers Miscarriage

"We're kinda in shock, but we had to take the conversation off-camera when some things have to be private, especially when you're first learning information like that," she said.

Rancic later explained to "Extra," "We wanted to hear the news, then get away from the camera to process it ourselves, and that's why it probably comes off a little ambiguous [in the finale], but we wanted to clear it up."

The couple, already parents to Duke, 21 months, also born via surrogacy, went public with the miscarriage Monday.

"It's something that we didn't see coming. We were devastated," Bill Rancic told People magazine, adding that the miscarriage happened nine weeks into the pregnancy.

Bill Rancic: My Son Duke 'Is Not Going to Be a Hollywood Kid'

"Delphine is amazing. We hit the surrogate lottery when we met her. Obviously, this was no fault of hers," he said. "It's a double sadness because we didn't want her to feel bad. And Giuliana was rather distraught at first, but she's tough. In times like this, we rely on our faith. Once the tears went away, we started to look towards the future."

"The Apprentice" winner, 43, and his "Fashion Police" co-host wife, 39, are not letting this loss stop them from trying for a second baby.

"Hopefully, we're going to have good news and Delphine will be on board one more time," Bill Rancic told People. "We've had to battle it out, and that's something that we're going to continue to do."