Carter tweeted on Monday to reveal he was heartbroken after he and Kitt lost their daughter three months into the pregnancy, reports dailymail.co.uk.
The couple already have a two-year-old son Odin.
He wrote: "God give us peace during this time. I really was looking forward to meeting her after three months. I'm heartbroken."
He tweeted: "I don't think I can perform tonight. I'm sorry, Lima."
He said his wife, who he married in 2014, had been carrying a "little sister" for their son Odin and, although it would be "hard" to perform after such a devastating blow, he would go ahead with the concert.
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