Giuliana & Bill Rancic Share Tragic Baby News

Giuliana and Bill Rancic have had plenty of difficulties having children, from a miscarriage to breast cancer to numerous conception issues, and now they've been dealt another blow to their baby dreams while trying to conceive a sibling for their 21-month old son, Duke: Their surrogate had a miscarriage.

The news was delivered to the couple on their reality show, which had to hurt.

"This whole season on Giuliana and Bill we've been trying to have another baby," Bill Rancic told PEOPLE. "Unfortunately our surrogate Delphine who we love very much had a miscarriage. It's something that we didn't see coming. We were devastated."

Bill added, "She was about nine weeks pregnant. We were pretty close to getting into the safe zone. We experienced a miscarriage years ago when we were trying with Giuliana, so we had been keeping the pregnancy news tight to the vest."

The mogul explained that the couple holds absolutely no hard feelings toward surrogate Delphine, who they adore. "It's a double sadness because we didn't want [Delphine] 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."

Rancic remains optimistic about his and his wife's chances at a new baby. "We're fighters," he said. "Hopefully we're going to have good news and Delphine will be on board one more time. We've had to battle it out and that's something that we're going to continue to do."