Big Brother couple Bayleigh Dayton and Chris "Swaggy C" Williams have confirmed they conceived a baby in the house but Bayleigh unfortunately suffered a miscarriage.

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Bayleigh and Swaggy, who got engaged during Big Brother's live Season 20 finale last week, shared a YouTube video on Friday, addressing pregnancy rumors that began circulating in early August while Bayleigh was still playing the game.

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"Let's clear the air... I am getting asked constantly if I'm pregnant. I will definitely be the first to say I am not. During the time that Swaggy and I spent in the house, we spent every moment together and were aware that we fell deep in love and that was in the public eye, so we shared some quite intimate moments in the house," Bayleigh, 25, said in the video.

"We want to explain some things. During our time in the Big Brother house, I did conceive a little baby, but unfortunately -- and we don't know why -- but I had a miscarriage in the jury house. It's something that we're still figuring out."

"We actually just got a chance to talk to each other about it for the first time today. I know you guys want to know what's up and what's going on between us, and we appreciate it, but we are still figuring things out ourselves."

Bayleigh continued, "I would have been ecstatic if I were to have a BB baby. It would have a been a blessing and we were both really excited when we found out. We were both really, really upset when we found out we lost it."

Bayleigh and Swaggy, 23, also shared clips of the video on their respective Instagram pages.

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The couple met on Big Brother's 20th season this past summer, but Swaggy was evicted after just 23 days on July 12. Weeks later, Bayleigh revealed to her pal Haleigh Broucher in the BB house that she may be pregnant, and the conversation aired on the show's live feeds.

There wasn't much talk of whether Bayleigh was expecting a child afterwards until the topic was broached following their engagement and the season finale on September 28.

When Celebrity Big Brother alums Ross Mathews and Marissa Jaret Winokur asked Bayleigh and Swaggy on their Off the Block With Ross and Marissa Facebook show about pregnancy speculation, the pair raised eyebrows by declining comment on "anything baby related."

Two days later, Bayleigh and Swaggy made the announcement they had miscarried their first baby together.

Swaggy let Bayleigh do most of the talking, but he clarified, "People keep saying that I proposed because she was pregnant, but that's not the case at all... Going through that process and creating a child but also losing a child with her made me realize that this is my girl, and I'm going to marry her," Swaggy revealed.

Bayleigh added, "He knew that he lost the baby before he decided to propose and he still decided to propose, so the whole, people saying he's only proposing because I'm pregnant thing, that's hurtful, so stop."

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Swaggy said he received updates multiple times a week while Bayleigh was dealing with her pregnancy and the loss of their child in the jury house.

He was "beyond proud" of how she handled everything and said the experience made her a stronger woman.

When Swaggy posted part of the video on Instagram, he captioned the clip: "We know the rumors going around. Bayleigh and I were so excited to be parents. 6 weeks pregnant. Unfortunately, circumstances happen and we had a miscarriage."

"I wanna thank the HIVE for taking care of my Fiance in the jury house during her hospital visits," he continued.

"And I wanna thank both of our families for keeping me sane afterwards. Also, a thanks to CBS for making sure she was taken care of properly. Love you all. Thank you for your support."

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