Paralympic Swimmer Mallory Weggemann Says IVF Transfer Failed: 'Heartbreak We Never Knew Possible'

Mallory Weggemann/Instagram

Paralympic gold medalist Mallory Weggemann and her husband Jay Snyder have invited PEOPLE to follow their IVF journey as they try to start a family.

Mallory Weggemann and her husband Jay Snyder shared sad news with their followers over the weekend: Their recent embryo transfer did not lead to a successful pregnancy.

The couple have been on a fertility journey for several years, navigating Weggemann's Paralympic swimming career and Snyder's male-factor infertility. Finally, after undergoing two IVF stim cycles, learning Weggemann had endometriosis and timing the transfer around Trials for World Championships, the couple had produced two health embryos.

The first of those was transferred in late April, and Weggemann and Snyder waited eagerly over the next two weeks to learn whether it was successful.

"A week ago we woke up with our hearts filled with love, hope and joy as we prepared for a day that we have long dreamed of — the day we thought we would be receiving the news that we were pregnant," the Paralympic gold medalist wrote on Instagram.

She shared that the couple went to their favorite beach to await the call — but it was not what they had hoped to hear.

RELATED: Paralympic Swimmer Mallory Weggemann Gives Update on IVF Journey: 'We Are Preparing for Transfer'

"For the better part of the past week those words have replayed in our minds and hearts — the words our nurse spoke as she shared with us that our beautiful little embaby did not successfully implant," wrote Weggemann, 33.

"In the days since we have faced a heartbreak we never knew possible, attempting to process the loss of our beautiful little — one we have prayed for and held in our hearts from the moment we got the call that our retrievals were successful."

"It is with heavy hearts that we share this with all of you — a reality that we know so many of our fellow infertility warriors are all too aware of and truthfully, one that we prayed we would never experience," says Weggemann, whose paralysis from a spinal cord injury was caused by an epidural injection when she was 18.

At the same time, they remain hopeful. In a statement shared exclusively with PEOPLE, Weggemann says, "We will forever cherish those few weeks following transfer, the days we dreamed of the little one my body was fighting to carry, the hope it carried for our future family and the memories made as we day-dreamed about who that little one would grow to become."

"It is with much heartbreak that we process knowing we will never meet that sweet soul earth side, but we are continuing to hold hope that our little one is still waiting to join us and the day will come when we become parents. In the meantime we are processing this loss, honoring the journey we have been on and looking ahead to our future with hope for the process to come."

"We ask for prayers during this time — prayers for comfort as we process this loss, for guidance as we continue in our fight to grow our family and become parents and for that beautiful little soul that fought so hard to join us earth side," she wrote.

Throughout their journey, Weggemann and Snyder have openly shared their fertility ups and downs in the hope of destigmatizing both the process and male-factor infertility. Weggemann has also been honest about the challenges of navigating her career as a professional athlete and her dream of starting a family.

"Frankly, we don't see enough women with disabilities that are pregnant in our society and we don't celebrate enough women with disabilities as mothers," she previously told PEOPLE. "To be able to utilize the platform of sports and change how society perceives the journey of somebody who happens to live with a disability — that yes, I can still be a world champion and yes, I can still be a mom — is rewarding. We want to change the conversation."

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The couple, who live in Eagan, Minnesota, have one more healthy embryo that they will try to transfer in the future. But first, they must heal.

In their exclusive statement to PEOPLE, Weggemann thanked the fertility community.

RELATED: Paralympic Swimmer Mallory Weggemann and Husband Jay Snyder Open Up About Their Fertility Journey

"We would also like to take this time to say thank you – to everyone who has supported us and the infertility community who has reached out and shared their own stories. Infertility is hard, it is isolating and scary – but yet, within there is this beautiful perspective you gain and remarkable community you become a part of."

"To all our fellow infertility warriors out there – we know this story is one so many of you have lived, this heartache all too real for many, but whether you are holding your little miracle, processing the loss of a little or just beginning your journey it is our hope that by sharing our story we can be a beacon of light for you to know you are not alone."

"And to our little, our embaby that fought so hard to join us – thank you for giving us the courage to find our voice in this journey, you changed us is so many ways and we will always hold you in our hearts."

Check back for more updates as PEOPLE follows Mallory and Jay on their path to parenthood.