"No one knows this - and we can finish after this - but I had a miscarriage for those two weeks that I took off," the 27-year-old actress said in Sunday's finale of the "Lindsay" series, saying that was the explanation for her missing some of her filming commitments.
"I couldn't move, I was sick. And mentally that messes with you," the red-haired actress said.
Lohan, once one of the most sought-after young actresses in Hollywood with roles including 1998's "The Parent Trap" and 2004's "Mean Girls," has become better known for her legal troubles in recent years that included theft and reckless driving. She has been to rehab six times.
The "Lindsay" show is part of the actress' efforts to make a comeback, but it has sometimes cast Lohan in a negative light when she missed work commitments, even frustrating Winfrey, who confronted Lohan about rumors of her party lifestyle.
The premiere of the eight-part series delivered a ratings high for OWN with 693,000 viewers, and the show has nearly doubled the number of women watching in the 18-49 demographic that advertisers covet.
OWN has yet to say if "Lindsay" will be renewed for a second season, but a spokesperson said "rumors that it was canceled are untrue."