Scott Baio and his wife Renee Sloan are the proud new parents of a baby girl, Bailey DeLuca Baio, born in November. But what should have been a happy day was a bittersweet one — the couple was originally expecting twins, but sadly lost one of them early on in the pregnancy.

"We were lying in bed and there was a problem so we rush to the hospital and the doctor looks at her and says, ‘I’m sorry, you’re miscarrying.’ Last year was a rough, very rough year," Scott tells Entertainment Tonight.

Compounding that heartbreak was the death of Scott’s father, Mario, who passed away just before he learned he was expecting twins. "She told me, ‘We’re having twins,’ and I went down on the floor. I was emotionally shot."

As was Renee, who in addition to dealing with a miscarriage, delivered Bailey five weeks early.

"I was on bed rest for nine weeks trying to keep the other baby, then we had her five weeks early," she says. "It was an emotional roller-coaster."

The whole pregnancy is chronicled on VH1’s Scott Baio is 46…and Pregnant, premiering Sunday at 10 p.m.

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