Natalie Anderson is opening up about the roller coaster of emotions that followed her surprising recent departure from The Challenge: Double Agents. 

The 34-year-old reality TV mainstay abruptly left the MTV competition show during the Wednesday, Jan. 13 episode, with host T.J. Lavin explaining that she was "no longer cleared" to compete.

Although she was cryptic during her final episode about the reason for her exit, Natalie told Us Weekly on Jan. 13 that she had to leave because she learned that she and Devin Perez, her boyfriend of more than a year, were expecting a baby. Sadly, not long after walking away from the show, she experienced a miscarriage. 

Producers had her take a pregnancy test during the season when they realized her period was late, and she acknowledged that finding out about she was expecting during production on the show wasn't ideal.

"It was like this weird wave of happiness, shock, surprise, disappointment. I didn't even process what I was actually feeling," the former Survivor winner recalled. "I was just like, 'How am I pregnant? I want to win this money!' I love my boyfriend, but he's not here. It was just the most awkward way to find out you're pregnant, because it could have been an amazing feeling, but I didn't have the opportunity to feel like that because I was just so confused and torn about having to leave the game, but also was super excited and happy."