Dion's U.S.-based publicist, Kim Jakwerth, said Wednesday the couple's doctor had initially confirmed a pregnancy in August through in vitro fertilization.
When that information started to leak to the public, Dion confirmed it. But a day later, she found out the embryo had not been implanted successfully.
Jakwerth said Dion did not immediately announce that she wasn't pregnant because she was hopeful another implantation would work, and had wanted to keep the matter private.
Jakwerth said the couple is going to keep trying.
Dion's husband Rene Angelil told the Journal de Montreal that he and Dion are disappointed but determined, and that they take comfort in the fact they already have one child.
Dion, 41, and Angelil, 67, have an eight-year-old son Rene-Charles who was conceived by in vitro fertilization