The 37-year-old, who is leaving the show after a year playing Kirsty Branning, was four months pregnant when she tragically lost her baby.
Kierston said that she was already expecting when she started on EastEnders, and was initially worried that she would lose her job.
She said show bosses reassured her that she was going to do six months on the soap — but she then lost the child.
The star said that everyone at EastEnders were "very supportive" during that time.
It was recently revealed that Kierston was being written out of the soap, following the arrival of new boss Dominic Tredwell-Collins.
"It wasn't my decision, it was theirs," she confirmed to TV Extra. "A new producer came on board and he wanted to shake things up."
Although she said she would have "happily stayed" on the soap, she admitted she was becoming increasingly unhappy with some of her story lines — including Kirsty's fake pregnancy to keep husband Max (Jake Wood) from leaving her.
I enjoyed a lot of it, but I didn't really believe what I was doing," Kierston said. "In the beginning I did, but I didn't believe the fake pregnancy."