"As we're sure you can understand, this is difficult news to share and we're asking you to assist us in respecting Hayley's privacy both while she's at home and when she returns to Breakfast."
"You've been part of this journey and we know you'll join all of us in the Breakfast family and the wider TVNZ team, in sending Hayley all your love and support.
"This is something which affects so many New Zealanders. If you need to talk about it, we can't recommend the teams at SANDS NZ or Baby Loss NZ highly enough."
Holt announced she was pregnant with her first child live on Breakfast in January.
The 39-year-old told viewers: "I'm so happy because I wanted this for a very, very, very long time and I thought my time was running out and it hasn't."
"I call it my little gift from the universe," Holt told Woman's Day in March . "It is such a blessing because I was so worried it would never happen.
"This is without a doubt the best thing that's ever happened to me. The minute I found out I was pregnant, I genuinely felt this new contentment settle over me. I didn't realise how badly I wanted this until it happened."
Holt told the magazine she was happy to explain the "unconventional" situation involving the baby's father. He was a "lovely man" who she fell pregnant to in the early stages of a new relationship.
"We've made the conscious decision to focus on the baby first and see what comes later in terms of a relationship. I know it's not your traditional situation, but all that really matters is that we both love this baby and we trust each other. He's just as excited as I am and has been an amazing support."
Last month she joined Jono and Ben on The Hits Iso-Luncheon and let slip she was having a boy.
Holt hadn't yet decided on a name for her baby, saying, "I figure that the name will be obvious when I meet the baby, I'm hoping."
A spokesperson for Baby Loss NZ said it was important for people dealing with the loss of a child to reach out for help and to talk about what they were going through.
"It can be quite difficult to reach out to a support group, but it's important to reach out to get support from people who come from a place of understanding. No two journeys are the same."
WHERE TO GET HELP:
If you are worried about your or someone else's mental health, the best place to get help is your GP or local mental health provider. However, if you or someone else is in danger or endangering others, call 111.
If you need to talk to someone, the following free helplines operate 24/7:
DEPRESSION HELPLINE: 0800 111 757
LIFELINE: 0800 543 354
NEED TO TALK? Call or text 1737
SAMARITANS: 0800 726 666
YOUTHLINE: 0800 376 633 or text 234
There are lots of places to get support. For others, click here.
