Sarah Herron Brings Home Stuffed Animal from Late Son's Bassinet and Shares Dog's Sweet Reaction

Sarah Herron/Instagram

Sarah Herron is continuing to deal with the heartbreaking loss of her son.

The Bachelor alum, 36, revealed this week that her son, Oliver Brown, died shortly after she gave birth at 24 weeks pregnant.

After sharing her tragic news with fans Wednesday, Herron thanked them in her Instagram Story for their compassion and support, sharing a photo that shows fiancé Dylan Brown sleeping on their couch, with their dog Rio sleeping on his bed below him.

"Thank you all so much for the messages. I think I've read all 8,000+ of them overnight. It helps to hear your stories," Herron wrote.

She then shared a heartwrenching photo of Rio cuddling with a teddy bear, explaining its significance in the caption.

"The hospital gave us the teddy bear that was in Oliver's bassinet. The teddy's fur is almost identical to Rio's color," she wrote. "We gave it to him as soon as we got home and Rio didn't try to chew it or destroy it, he just slept with it tightly under his chin. His baby."

Never miss a story — sign up for PEOPLE's free daily newsletter to stay up-to-date on the best of what PEOPLE has to offer, from juicy celebrity news to compelling human interest stories.

Sarah Herron/instagram

RELATED: Sarah Herron's Baby Dies in His 'Dad's Arms' After Being Born Premature: 'We Love You So Much'

Herron honored her son in an Instagram post sharing news of his death, writing, "On January 28th, at 24 weeks old, our beautiful son Oliver Brown was born."

"He passed away in his dad's arms shortly after," she continued.

In a touching carousel, Herron shared a photo where she's holding her infant on her chest as her fiancé kisses her forehead, his hand next to Herron's.

Her set of images included unforgettable moments from her pregnancy, including swimming with sea turtles, a trip to the beach, and cuddling with her pup. It ends with a picture of Brown kissing Herron's forehead as she cries in a hospital bed.

"There are no words for the magnitude of loss and pain we're experiencing. It's beautiful and simultaneously tragic," she wrote.

Sharing some of baby Oliver's best attributes, Herron said, "He had my nose and his dad's mouth and long fingers."

"Oliver, our IVF miracle defied so many odds and fought through so many hard milestones to be here, but the higher powers still had other plans for the three of us," Herron shared.

Herron said though her time carrying Oliver was "short," she is "grateful" for the time they shared while she was pregnant.

"He has taught us so much about the integrity of life, love and death. Oliver filled our home and hearts with so much love and most importantly, optimism," she wrote. "The stars aligned to create Baby Oliver with a deep, meaningful purpose bigger than we'll ever understand. His body was small, but his legacy will always be larger than life to us."