The Power of Love singer gave birth to twin boys last Saturday, but says she was initially expecting three sons after conceiving via In vitro fertilisation (IVF).
He chose to let go to give space to his brothers to grow,” Céline said.
It is not yet known at what stage of the pregnancy she lost the third child.
The 42-year-old pop star and her 68-year-old husband René Angelil – who also have a 9-year-old son René-Charles together — underwent six IVF treatments before Céline got pregnant.
The couple have named the boys Eddy and Nelson, after record producer Eddy Marnay and human rights campaigner and former South African President Nelson Mandela.