The 39-year-old actor and TV presenter said she had received some 'shocking news' before deleting all her social media accounts.
The actor had a much-publicised struggle after her father was diagnosed with cancer back in 2016.
Smith feared it would harm her unborn child but learnt during while filming her documentary that mental health medication can often be taken by expectant mothers.
The 'Gavin & Stacey' star revealed she tried to quit her anxiety medication and was rushed to A&E after suffering seizures.
The actor said she 'jumped at the chance' to be a part of the series, which also stars Angela Griffin, David Threlfall and Robert Glenister.
The West End veteran has been dropping some not-so-subtle hints for the last few weeks.
'Funny Girl' star Sheridan Smith returned to Instagram to pay tribute to her father, who died in 2016.