In an exclusive interview with PEOPLE, Peta Murgatroyd and Maks Chmerkovskiy open up about three devastating miscarriages over the last two years

Peta Murgatroyd vividly remembers lying in the hospital bed, still reeling from the scene hours earlier at her Malibu home

Murgatroyd, 35, had placed the call when she found herself lying on her little boy's bedroom floor

On the other end of the phone, Chmerkovskiy, 42, began to celebrate. "He heard the doctor say, 'You're pregnant,' " she remembers.

But through his excitement, he misheard the news: Murgatroyd had already lost the baby.

"I ultimately had no idea [I was pregnant], which in hindsight was better for my recovery because I didn't have that super joyous moment

After years of trying to grow their family, the Peta Jane Beauty founder had recently traveled overseas to visit Chmerkovskiy in hopes of conceiving a baby.

"I was like, 'Screw it. I'm going to fly to you in Ukraine. I'm ovulating soon. Let's make it happen,' " she recalls telling her husband

But after contracting COVID during her trip, Murgatroyd says her body was unable to both fight off the illness and sustain the very early stages of her pregnancy.

"It was just all too much for my body and I couldn't do it. I couldn't believe that this was happening to me."