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Natalie Anderson took viewers by total surprise on Wednesday night.

According to host TJ Lavin, The Challenge: Double Agents cast member was ‘no longer cleared” to compete on the season of this beloved reality show, with Anderson simply adding in her own interview:

"I have a personal matter that requires me to leave the game. I have to deal with something, and it sucks that I have to step out because all I want to do is compete.

"It’s breaking my heart to leave."

Natalie Anderson

Following the episode and her mysterious, Anderson opened up to Us Weekly, revealing that she exited the MTV series after finding out that she was pregnant.

The Survivor winner — who has been in a relationship with boyfriend Devin Perez for more than a year — had been trying to conceive, but only took a pregnancy test after telling her sister over FaceTime that she had missed her period.

The test then came back positive.

And Anderson’s plans changed completely.

Natalie Anderson

“For me, the money was basically in my pocket, the check was already written,” she told the tabloid, very confident in her odds of winning the season.

“This money was mine and there was nobody who was gonna come get my skull for me.

"I was literally just waiting for the final to get there, so I could just cross everybody else and take the money.”

Anderson then explained that she was SO focused on winning… the joy of the pregnancy news didn’t sink in right away.

"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.”

Anderson left the show, which filmed in Iceland and returned home, only to be told by a doctor that she was eight weeks along.

However, a week later she began experiencing intense cramps.

And then she learned she had suffered a miscarriage.

Just to terrible all around.

Explained Anderson:

"It was really difficult because I had just kind of come to peace with leaving the game and saying goodbye to the competition of the challenge, which I love, came back home and changed my mindset into this new journey.

"And that was then taken away from me. It was hard for me.

"I just did everything I needed to do to make peace with what had happened and embrace the difficulty of everything, but also use it as a way to strengthen my bond with my boyfriend.

"I think it definitely was a make or break for us because it was so much emotion and I’m just really proud of coming out of this.

"I was dreading the show airing because it would remind me of everything I’d gone through.”

Anderson also told People Magzine that she feels "excited to move forward and figure out the next steps in my life" and that she hopes to return to The Challenge someday.

She joked to this publication after this whirlwind experience;

"I feel like the universe owes me $2 million from Survivor and half a million from The Challenge."

The Challenge: Double Agents airs on MTV Wednesdays at 8 p.m. ET.