The 35-year-old had reportedly developed a potentially life-threatening infection.
"I went through a nightmare. The baby's heart rate was also really low. The next thing I know the nurse is in my room saying get ready now," Price told mirror.co.uk.
She also has a son, Harvey, 11, from her relationship with footballer Dwight Yorke, as well as Junior, eight, and Princess, six, with ex-husband Peter Andre.