Eustace Chapuys reported that Anne blamed the shock she'd undergone when her uncle, the Duke of Norfolk, told her about the king's jousting accident a few days previously. In the Tudor era, it was believed any upset, no matter how slight, could have deleterious effects on a pregnancy.
But Chapuys denies that possibility:
But it is well known that is not the cause, for it was told her in a way that she should not be alarmed or attach much importance to it.
This could be partially true, because those around the queen would have wanted to try to keep her as calm as possible, however, Anne would have been informed the king spent several hours unconscious. It was thought Henry might die, and Anne would have been regent in that case, struggling to hold the throne for her children against the claims of Princess Mary. She would have had to be making plans.
Chapuys writes a few days later that when the king came to visit Anne in her sickbed, she blamed both his accident and the grief she had felt when she saw his regard for Jane Seymour. Jane Dormer also wrote Anne blamed the king's affection for Jane, with the added detail that Anne had caught Henry with Jane sitting on his knee.
Chapuys ends the exchange by having the king say he could see God would not give him male children. If Henry did say these words, they were an insight into the dangerous path his mind was traveling.
He had decided his marriage to Katharine was sinful and invalid based on the evidence that God had denied him a male heir with Katharine. If he thought Anne could not give him male children, it would mean to him that this marriage was invalid, as well.
After he'd spoken to Anne, Henry departed for Greenwich, leaving Anne behind as he'd once left Katharine behind. Chapuys reported on the deterioration of their marriage:
I learn from several persons of this Court that for more than three months this King has not spoken ten times to the Concubine, and that when she miscarried he scarcely said anything to her, except that he saw clearly that God did not wish to give him male children; and in leaving her he told her, as if for spite, that he would speak to her after she was "releuize." [on her feet]
The baby Anne had lost was a boy, making this situation doubly tragic in the mind of the court Despite later slanders and speculation, there is no indication whatsoever in the contemporary records that Anne's fetus was deformed. Chapuys would have been gleeful to report such a detail, but all he said was the fetus had the appearance of being male, about three and a half months old. Two other accounts report the same.
Nicholas Sander, writing decades later, was the first to claim that Anne's fetus was deformed, a "shapeless mass of flesh." (He's also the one who reported Anne wore a dress covered with tongues pierced by nails to her coronation to show people what happened to those who spoke badly of her.) Sander had no factual basis for this assertion. The citation in his own book proves him wrong, because the footnote leads to a quote which says the fetus was male, which shows it was obviously not "shapeless," since its sex could be easily determined.
Retha Warnicke picked up on the idea of a deformed fetus and speculated it might have led to accusations of witchcraft, or been interpreted as sign of sexual sin.
But all evidence points to this being a normal, tragic miscarriage, quite possibly Anne's second. It was her last pregnancy.
It appears that Anne and the king never lived as man and wife again, probably not having shared a bed since they created that lost little prince.
It took Anne a few weeks to recover, and by that time, the first seeds of the plan may already have been forming in Henry and Cromwell's minds.
Anne's days were numbered.