The 23-year-old also reflected on Monday night's episode of Bride and Prejudice, where she called off her wedding to fiance Micah.
"Leading up to the decision I made, I felt sick, heartache, deep sadness and then I just felt numb. Breaking up with someone is awful and also a very private moment. In our case it was done with many eyes on us on national television. Not easy," she confessed.
"We had been on and off for some time. I loved him."
Milly also revealed her ex-fiance was the father of her second child.
"He is the father to my son and baby on the way. It was such a hard decision to make not only breaking off the wedding but also breaking up with Micah for the last time. Everything I hoped and dreamed for just came crushing down," the expecting mother said.
"Breaking up with someone is so hard especially when you have a child involved."
On Monday night's episode of Bride and Prejudice, Milly called off her wedding to Micah after revealing she was concerned about his use of alcohol and marijuana.
"He's not well and he needs a lot of help," she confessed in a piece to camera, adding she was worried it would be a negative influence on their son Julian.
"And I thought he had. I'm so sad because I don't want Julian to grow up to be like that. He just doesn't need a role model like that," Milly tearfully said.
After a drunken Micah entered the house they were staying in, Milly worked up the courage to officially call off the wedding.
"I'm just quickly going to come out and say it. We just can't get married. Not the way you've been behaving," she told her then-fiance.
Despite her sadness over her split with Micah, Milly says she's excited to have her second baby and has no regrets over joining the Channel Seven series.
"I am so excited Julian gets to grow up with a sibling, as I grew up as an only child," she wrote on Instagram. "I don’t regret going on @BrideandPrejudiceAU as it helped me make the hardest decision. So I’m so very grateful for the opportunity."