Chrissy's opening up about the devastating loss she and her husband, John Legend, suffered last month. She says she's been taking the time to read all of the messages of love and support ... and truly appreciates everyone's kindness.

It's no secret Chrissy was going through a rough pregnancy, but she reveals just how serious and dire things got before she knew her baby boy wasn't going to make it.

In her open letter on Medium, Chrissy says ... "After a couple nights at the hospital, my doctor told me exactly what I knew was coming -- it was time to say goodbye. He just wouldn’t survive this, and if it went on any longer, I might not either."

She says they tried everything, but she was finally told she would have to let go the following morning ... which she says brought on "utter and complete sadness."

Chrissy detailed the heartbreaking process of delivering Jack and saying goodbye, and how she asked John and her mother to take pictures -- no matter how tragic or uncomfortable.

She says, "I needed to know of this moment forever, the same way I needed to remember us kissing at the end of the aisle, the same way I needed to remember our tears of joy after Luna and Miles. And I absolutely knew I needed to share this story."

After Jack was delivered, she says, "I asked the nurses to show me his hands and feet and I kissed them over and over and over again."

Chrissy says she is recovering, and the horrific experience has just made her happier to have "two insanely wonderful little toddlers" she showers with love.

And, though she says the loss of Jack created a hole in her heart ... "it was filled with the love of something I loved so much. It doesn’t feel empty, this space. It feels full."