After months of repeated visits to the doctor's office, Peta Murgatroyd is confronted with "one of the saddest moments" in her life: Her IVF treatment failed, and she is not having a baby.

The 36-year-old "Dancing With The Stars" alum broke the sad news in an emotional video she posted on her Instagram page Tuesday. In it, Murgatroyd revealed that 10 days after her embryo transfer, the doctor called to say that there was no baby.

"I couldn't breathe. My throat immediately got lumpy and I knew what was coming. A little part of me died that day on the side of the road," the pro dancer wrote over the clip.

She also shared that the following days were "tough." "I had to wrap my head around the fact that I had just spent all of these months preparing for this and I came out with nothing," she noted. "I left empty-handed."

Murgatroyd shares one son, 5-year-old Shai, with her husband and fellow "DWTS" alum Maksim Chmerkovskiy, whom she married in 2017. The couple has been sharing their IVF journey since June and posted about the last stages of their IVF journey in July. Murgatroyd earlier revealed that she suffered a miscarriage while her husband was in Ukraine to work on "World of Dance UA," where he's a judge, before the conflict with Russia began.

As shown in the video, Murgatroyd teared up when she saw her "baby" under the microscope and as the medical staff flashed it on a monitor. She also showed Shai doting on her prior to the sad call from the doctor.

"When you think you got it figured out, it slaps you in the face and makes you start over. I keep learning that 'God's plans will always be more beautiful than all your disappointments' I have to keep believing that," she wrote in the clip's caption.

"It was so hard to rewatch it and cut this video. That part was a moment in time where I saw my baby," she added. "It felt final."

The dancer said she has started the healing process and expressed gratitude to people who gave their advice during her IVF journey.

Fans and friends took to the comments section and showed support for Murgatroyd. One of them was Jenna Johnson, Chmerkovskiy's sister-in-law who is currently expecting her first baby with her husband Val. "Love you with ALL my heart!" Johnson wrote.

Maksim Chmerkovskiy, Peta Murgatroyd
Maksim Chmerkovskiy and Peta Murgatroyd have tied the knot in New York on July 8. Pictured:Dancers Maksim Chmerkovskiy and Peta Murgatroyd attend the 24th Annual Race To Erase MS Gala at The Beverly Hilton Hotel on May 5, 2017 in Beverly Hills, California. Getty Images/Tommaso Boddi