Los Angeles, California - MLB star Alex Vesia and his wife, Kayla, have revealed they are mourning the death of their first baby, a daughter named Sterling.

"Our beautiful daughter went to heaven Sunday October 26th," the Los Angeles Dodgers pitcher wrote Friday, under a heartbreaking photo on Instagram.

"There are no words to describe the pain we’re going through but we hold her in our hearts and cherish every second we had with her," Vesia added.

On October 23, just before the start of the World Series, the Dodgers announced that the 29-year-old would not be playing in the championship series due to a "deeply personal family matter," without providing further details.

MLB & Baseball News World Series: Dodgers crowned back-to-back champs after downing Blue Jays in Game 7 thriller

Vesia and his wife had announced that they were expecting their first baby together back in April.

During the World Series, the athlete's teammates wore his jersey number 51 on their caps, and in Game 6 against the Toronto Blue Jays, the opposing pitchers also joined in.

However, the Dodgers, who went on to win their second-straight World Series crown, refused to share any further information about Vesia's absence.

"We just didn't want to have any potential for any kind of pressure," Andrew Friedman, the Dodgers president, said in a statement. "This is so much bigger than baseball."

In his heartbreaking post, Vesia also thanked his team and fans for how they handled the situation.

"Our baseball family showed up for us and we wouldn't be able to do this without them," he said.

"Thank you Dodger Nation, Blue Jays organization and all baseball fans for your love and support. We have seen ALL your messages, comments and posts. It's brought us so much comfort."

Vesia went on to thank the medical staff at Cedars-Sinai Hospital in Los Angeles who cared for Kayla and Sterling.

"Every person we came across was truly so incredible," he added.