When a baby is growing in a mommy's belly, it starts as a tiny thing called an embryo. Sometimes, the embryo doesn't grow like it's supposed to and it goes away before it can become a baby. This is called embryo loss. It happens for many different reasons and sometimes we don't know why it happens. It's very sad when it happens, but it's also very normal because our bodies want to make sure that a baby can grow strong and healthy.