Gordon Ramsay and his wife, Tana, have six children together, but only five of them are alive today. Their children include their 25-year-old daughter Megan, their 23-year-old twins, Jack and Holly, their 21-year-old daughter Matilda, who also goes by Tily, and their 4-year-old son Oscar. Their late son Rocky would have been 7 years old.

Back in 2016, when Tana was 20 weeks pregnant with Rocky, she lost the pregnancy. In a recent post on Instagram, Tana thought back to that painful time. She shared that he was “born with a strong heartbeat, but too little to survive.”

Along with the painful memory, Tana also shared a happy moment that happened just a few days before she lost the pregnancy. She posted a picture of herself at 20 weeks pregnant surrounded by her family as they were celebrating Megan’s 18th birthday. She wrote, “I couldn’t do this without my family, you are all everything to me.”

Now, Gordon is also opening up about the painful experience of losing a child. He explained to PEOPLE, “There’s no book that guides you through that loss, and so losing Rocky was really tough.” He added, “Watching the trauma unfold, it’s this life-changing moment.”

While acknowledging how hard the experience was, Gordon also shared how he and his family have kept Rocky’s memory alive. Everyone in his family wears a piece of jewelry that has Rocky’s name on it. In addition, they named their home in Cornwall after Rocky.

Gordon claims that his family is now even stronger after going through this tragic loss together. It’s a testament to the strength of Gordon and Tana’s relationship that their marriage was able to survive the sadness.

Gordon also points out another bright note. He said, “We wouldn’t have had Oscar had we not lost Rocky.” While Gordon is in no way claiming that Oscar’s life replaces Rocky’s death, he is grateful for his youngest child. He explained, “There was no substitute — far from it — but it brought us a bond that you’d never experience in a normal situation.”

According to Gordon, his wife is “incredibly resilient.” He explained, “Just watching the way that she dealt with it — and opened up with other friends and women in close proximity that could give advice — she was incredible straight after that.” He added, “There’s a lot of things that Tana’s done, that we wouldn’t be here today without that strength.”