The mum-of-three is “sending love, strength and hope” to anyone who has felt the “devastation”.
The message was shared with an image of a candle with the Wave of Light symbol
At 7pm on Tuesday, people around the world who have suffered pregnancy or baby loss will light a candle to remember the little lives.
In a message of support for families affected by the tragedy of losing a baby, Kensington Palace shared Kate’s emotional note alongside an image of a candle.
The heartfelt post read: “Baby Loss Awareness Week is such an important moment to support those who have experienced the devastation of baby loss.
“Sending love, strength and hope to anyone affected. #WaveofLight C.”
Baby Loss Awareness Week is an annual event that takes place from October 9 until October 15.
Last year, the Palace shared links to organisations offering support to those affected.
They have done the same again following The Princess’ message.
For anyone struggling, charities Child Bereavement UK, Tommy’s and Baby Loss Awareness Campaign can help.
Last week, Kate joined husband Prince William to meet with victims of the Southport attack.
Bebe King, six, was killed along with Elsie Dot Stancombe, seven, and nine-year-old Alice da Silva Aguiar at a Taylor Swift-themed dance class in the Merseyside town on July 29.
In her first public engagement with Wills since her cancer diagnosis, Kate met privately with the families of the three tragic children, and dance teacher Leanne Lucas who was present when the attack happened.
Leanne, 35, nearly died after being stabbed in the neck, back and arms as she bravely fought to protect her class.
Will and Kate also met with the fire, ambulance, air ambulance and police services at the Southport Community Centre.
The Princess of Wales was seen hugging tearful emergency service workers as they told her of their ordeal responding to the Southport stabbings.