Pamela Anderson has confirmed that she suffered a miscarriage, Us Weekly reports.

A spokesman for the 39-year-old actress told Us Weekly that Anderson, who is married to Kid Rock, suffered a miscarriage late last week. She is currently shooting "Blonde and Blonder," a film costarring Denise Richards, in Vancouver, Canada.

Anderson's representative, Tracy Nguyen, asked the magazine that "Pamela's privacy be respected at this time."

The pregnancy wasn't believed to be far along. Responding to rumors in September, Anderson wrote on her Web site that she wasn't pregnant, but that she and Kid Rock, whose real name is Robert Ritchie, had consummated the marriage.

The couple were wed in August in Nashville, Tenn., and had previously married in July in France. They were first engaged in April 2002 and broke up the following year before setting a wedding date.

Anderson, 39, has two sons from her marriage to rocker Tommy Lee. Ritchie has a son.