White, now 62, was engaged to actor John Gibson from "The Young and the Restless," who died when the plane he was flying crashed near Los Angeles in 1986.
“The second I heard about it, I fell to my knees," White told People magazine in a new interview published Thursday. "It was just devastating.”
Looking back, White credited her fans from "Wheel of Fortune" for helping her through the difficult time.
“I heard from so many people who had shared the same experience of losing someone instantly in an accident, and that really helped me," she said. "I didn’t feel like I was alone. Because when something like that happens, you immediately think you’re the only one.”
In 1990, White married restauranteur George Santo Pietro. Two years later she announced her pregnancy through a puzzle on the famous game show -- the answer to one round was "Vanna's pregnant."
“I so wanted to be pregnant and have a baby, so then when I finally got pregnant, I wanted to tell the world immediately,” White said.
But just a week later, White suffered a miscarriage.
“Obviously I lost the baby, which was devastating after announcing it," she told People. "The good news is I was able to get pregnant again and had two beautiful, healthy children. But losing a child -- there’s nothing good about that.”
After the miscarriage, White again turned to fans for support.
“You have to take their support and try to be strong. It’s so hard, but you just have to think, ‘What would they want me to do?’” she said.
White said her faith helped her heal, as well.
“I’m a Christian and have always had my own personal relationship with God,” she said. “I don’t preach about it, because everyone’s entitled to their own beliefs. But I pray. I pray every day.”
White and Pietro split amicably in 2002. She has found love again with real estate developer John Donaldson. The two aren't married but share a home together.
“I remember looking at him and thinking, ‘He’s really cute.' We ended up talking for a long time that night," she said. "It just works. He lets me be me, I let him be him. There is no drama.”
White also said that she has no plans of leaving "Wheel of Fortune" in the immediate future.
“We’re one big family,” she said. “It’s wonderful.”