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Natalie reportedly left the reality competition series on the January 13 episode because she had discovered she was pregnant.
"I'm this different person when I'm on these shows -- like, there's nothing that's gonna stop me from getting what I want or trying to get what I want," Natalie told Us at the time.
"It was, like, this weird wave of happiness, shock, surprise, disappointment. I didn't even process what I was actually feeling. I was just like, 'How am I pregnant? I want to win this money!'"
MTV production reportedly asked Natalie to take a pregnancy test while filming the series in Iceland, when her now-fiance was at home.
Once Natalie heard the news she was expecting in "the most awkward" way, the CrossFit trainer called her twin sister Nadiya Anderson, with whom she had competed on Survivor and The Amazing Race twice.
"It could have been an amazing feeling, but I didn't have the opportunity to feel like that because I was just so confused and torn about having to leave the game, but also was super excited and happy," Natalie explained.
But once Natalie returned to the United States at eight weeks pregnant, she found out she had lost the baby one week later at nine weeks pregnant.
Natalie told Us her miscarriage was "really difficult."
"I had just kind of come to peace with leaving the game and saying goodbye to the competition of the challenge, which I love, came back home and changed my mindset into this new journey," Natalie shared back in January.
"And that was then taken away from me. It was hard for me. I just did everything I needed to do to make peace with what had happened and embrace the difficulty of everything, but also use it as a way to strengthen my bond with my boyfriend."
Natalie figured losing a baby would either "make or break" her relationship with Devin, and battling through the experience apparently brought them closer together!
"It was so much emotion and I'm just really proud of coming out of this," Natalie added in January.
"I was dreading the show airing because it would remind me of everything I'd gone through. I did everything that I could in my power to kind of make peace with my journey and I'm just really proud of where I am right now and where we are together."
Natalie and Nadiya, who is currently pregnant with her second child, finished The Amazing Race's 21st season in fourth place in December 2012.
Natalie and Nadiya then attempted to outwit, outplay and outlast on Survivor: San Juan del Sur -- Blood vs. Water, and Natalie ended up winning the $1 million grand prize in the final episode that aired in December 2014.
Natalie then returned to Survivor to compete on Survivor: Winners at War, the landmark 40th Survivor edition which aired on CBS in 2020 and featured a group of castaways comprised entirely of formerSurvivor champions.
Despite being voted out of her tribe at their first Tribal Council on Day 2, Natalie managed to win Survivor: Winners at War's Comeback Competition after living on the Edge of Extinction and finished as the season's runner-up behind winner Tony Vlachos.