"Dawn and I are devastated to announce that we've lost our baby. Poppy Barlow was delivered stillborn on August 4 in London," he said in a statement.
"Our focus now is giving her a beautiful funeral and loving our three children with all our hearts. We'd ask at this painful time that our privacy be respected."
Barlow's wife Dawn was eight months pregnant.
Barlow, 41, a judge on the British television talent show "X factor", and his wife, 42, married in 2000 and have three children.
In July he had a leading role in organising a concert for Queen Elizabeth II's diamond jubilee marking her 60th year on the throne.