Published Monday, 06 August 2012
The family has been left "devastated". (© PA)
A statement from the couple confirmed the news on Monday evening.
It said: "Dawn and I are devastated to announce that we've lost our baby. Poppy Barlow was delivered stillborn on August 4 in London.
"Our focus now is giving her a beautiful funeral and loving our three children with all our hearts. We'd ask at this painful time that our privacy be respected."
The singer and X Factor judge had announced back in February that he and his wife were expecting another child.
She was eight months pregnant and on 5 July, Barlow tweeted that Poppy was due to be born in seven weeks' time.
The 41-year-old has spoken previously about how he was looking forward to becoming a dad for the fourth time with Dawn, a 42-year-old dancer.
He was recently asked by a fan on the website how she was, and replied: "gr8 tanx, 7 weeks to go."
In June he was crowned celebrity dad of the year.