The Survivor champ exited MTV's competition early and without explanation this week; now she's sharing her story with EW.

By Sydney Bucksbaum
January 13, 2021 at 08:38 PM EST
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Credit: MTV

The Challenge is no stranger to competitors exiting early. Medical disqualifications, physical altercations, and family emergencies are the most common reasons players leave the MTV competition series without being eliminated. But in this week's episode of The Challenge: Double Agents, Natalie Anderson was "no longer cleared to continue" in the game due to "a personal matter." No other explanation was given for why the Survivor champion, who was on track to compete in the final as the only female player who had earned a gold skull through winning an elimination, had to leave.

Until now. Anderson spoke with EW to share her story in the hopes that she can help others who may be going through something similar. "I found out I was pregnant while I was out there," she reveals. "Even though I had to leave the show, this was a new journey for me with my boyfriend, Devin [Perez], and I was 100 percent comfortable moving forward with him in this decision. But in the end it wasn't my decision. I ended up having a miscarriage."

While MTV and The Challenge producers respected her decision keep that information private on the show, Anderson is ready to open up about the experience. "I think it's good closure and a good way for me to put this whole thing behind me. It's very therapeutic," she says. "Since I've gone through this, I've talked to a few friends and it's more common than it is not, and people just don't want to talk about it because there is like a bad stigma around it. And for me, I never felt that. I never felt ashamed and I never apologized for what happened, and I just looked to Devin for support and we got through it together."

That's why she wants to get her story out there, to let her fans and anyone watching know what happened and how she got through it. "I don't want women to suffer. I know people that have suffered for so long trying to let go after something like this, so I just hope that I can help anybody with this story," Anderson says. "And to help myself through it too, just talking about it and sharing my story, since it helps me as well. If I can help even a few fans and women out there, it's a win-win."

Below, Anderson breaks down the timeline of finding out she was pregnant on the show, how she handled the realization that she had to leave, whether she'll come back for a future season of The Challenge, and more.

Credit: MTV

ENTERTAINMENT WEEKLY: You were in such a great position to win this season, so your early exit was shocking, especially since the episode doesn't really explain why you had to leave. What happened?
NATALIE ANDERSON: The episode is really respectful of why I left. There's no hints, and the reason is because it was a very personal moment. At the time I hadn't even been able to really process what was going on, I just knew I had to leave. Saying goodbye and leaving an opportunity that I knew I would have been really good at was very difficult. I've been in a relationship for like a year and a half now, and I still never thought I could be pregnant, just because I was training really hard before I left and I was under so much stress. So even when I found out I was pregnant, I was just like, "How did my body do this?" It's insane. I was training ridiculously hard. The timeline is I already had left to film and I was already pregnant. When I got back home, I was eight weeks pregnant, so I was pregnant the entire time while filming.

At the time, I got one family call and obviously I called Nadiya [my twin sister], and I had joked around about how I was late on my period, and she joked around saying she's trying to get pregnant. We had this very candid conversation that triggered production to have me take a pregnancy test. In the moment, I didn't even in my wildest dreams think that I could be pregnant. Obviously that was a little naive of me. [Laughs] But I found out I was pregnant, and it was really weird because I couldn't process it like a normal human being. I felt happy, sad, disappointed in myself, really, really angry that I had to leave something that I was really good at, and it all happened so fast. I spoke to Devin for maybe five minutes. He was freaking out. In the end I knew I had to leave, and I knew it was coming, but I was still in such shock and denial that I had to leave at that point. You'll notice in the episode that my face, I look just as surprised as everybody else because I feel like it was not even real to me at that time. It was really, really hard, but at the same time I had to do it and it was best for me to just come home and be with Devin and the people that I love.

That must have been such a difficult decision to make in the moment. Why did you want to share your story now?
My fans, fans of Survivor, and the people that have followed me across all the shows, I feel like I owe them an explanation because they've always been really proud of me — not only as a physical player but also just my emotional and mental strength, and I want to be honest with them. Some of these fans have followed me from Amazing Race, and I want to show them that I am strong but there's also a part of me that's really vulnerable and people can go through hard things and be okay. It's therapeutic to talk about because it puts an end to that journey, and me being okay with it is a win for me. So I'm doing this not only for myself, but also for anybody that has believed in me.

How are you doing now that you've had some time and distance from the show and your exit?
It was weird because when I was out there I didn't get to really feel anything, and when I came back… I have a very different personality in different situations, so I have this masculine personality that's super-strong, always in control, super-focused like nothing can distract me, which is all positive traits. And then I also have this feminine personality that is way more free and flowing. And I think when I came back, my feminine side of me was able to digest being pregnant and embrace everything, embrace my body, embrace everything that it had been through. And [the miscarriage] was another loss that I had to go through. I felt like I had just lost $500,000 and lost this opportunity to compete, which for me is just as important as the money. But I went through [having to leave] that and embraced this new journey, which was then suddenly taken away from me, and that was even harder.

It happened really suddenly, there was nothing that I did wrong; if anything I was even crazier while I was on The Challenge and when I came back I was doing my regular routine. There was nothing in my control, and the biggest lesson for me and what I want to tell anybody that's listening to this who has gone through any kind of loss is when you're going through hard things, don't be hard on yourself. The journey is hard enough, so the one thing you need to be to yourself is kind. That's how I've gotten through a lot of the losses in my life, a.k.a. losing $2 million. [Laughs] Things that just happen to you, you can't control it. The only thing is to always move forward. I'm super-proud of where I am right now. After we found out what happened, a month later Devin and I went to Tulum and we just celebrated all the things that we have to be grateful for. I know the MTV following is even younger than the CBS following and I'm sure there's a lot of new fans that I have that have gone through something like this, and I'm just really happy that I can do this and move past and put an end to this chapter of my life.

Does ending that chapter also apply to The Challenge? Are you interested in coming back for another season in the future?
I knew that MTV would come knocking just because of my exit. And when I went out for this season, I was in the headspace of like, one and done, I'm going out there, I'm going to win this money, and I'll retire from The Challenge because that's all I really want to do: win it. [Laughs] I told MTV, and myself to be honest, I'm just giving myself my last episode as a way to go through everything and then check in on how I feel about returning to this show, because it is super-strenuous mentally and physically. So I just have to make that decision once I'm done watching my episode, depending on how I feel and where I am in my life then. So TBD, not decided yet.

Credit: MTV

I hope you do come back because you really did have such a strong shot of winning this season as the only female player with a gold skull. It's hard to imagine you coming back and not getting that win if you tried again.
Yeah, and that was part of the journey for me, coming to terms with leaving knowing that if I stayed I would obviously be in the final. There was no way anybody was going to take my skull from me or come for my skull, so I knew the final was basically guaranteed. And then winning the final, if I had to do anything like competing in a physical challenge with a partner and doing what they do on these finales, I knew it was probably my money. [Laughs] So it was really hard to leave because it's not like, "Oh, I might have won," I was basically like, "Yeah, I would have won." [Laughs] That's the draw of me coming back, I'm just really good at the platform that The Challenge offers. So we'll see what happens.

Now that you've experienced living in the house, the politics of the game, the daily challenges, and an elimination, what surprised you the most about what it was actually like competing on The Challenge?
They call it politicking, and I don't know if it's politicking or if it's just people… It's weird because these alliances on The Challenge, some of them are 15 years in the making, so it's very hard to think that a new person could change some of these long friendships-slash-alliances. The biggest surprise was how difficult it was to live in that house. It could have had something to do with that I was eight weeks pregnant stuck in a house sleeping on a bunk bed with 30 other people all being crazy and loud 24 hours a day. [Laughs] I love the elimination platform, I love the throwdown aspect and how they made the Crater this season with the black sand and the lights. It reminds me of immunity challenges on Survivor.

What did you learn from your time on the show and having to leave early?
Every time I've done a show, there's always a big takeaway, and sometimes the big takeaway is a million dollars [laughs] and sometimes the big takeaway is a life lesson. This season my takeaway was never take anything for granted. Being in that situation and coming out and being healthy after the pregnancy loss is something that I'm really thankful for. I was out there pregnant and I was able to compete. I'm thankful for my health and my strong body and my boyfriend and being able to come home to a life that I'm so happy with. Even though I didn't get to win the money and celebrate the pregnancy and have a baby, I'm still happy with myself and my life.

Did you meet anyone this season that you stayed in contact with?
It's so weird but even though Aneesa [Ferreira] and I were on opposite sides of alliances, I really did connect with her. Even though she tried to vote me off immediately! [Laughs] She's like the big sister, she knows all the answers. I kind of hinted to her that I think I might be pregnant, saying that my period was late and stuff, and I stayed in contact with her about this whole thing when it happened. I asked her if I should share my journey and she told me, "Girl, you should own your story." She knows that I'm strong and she knew that I could do this and help other people. And I stayed in touch with Theresa [Jones] a little bit, and Wes [Bergmann] checked up on me because he knew I had left randomly. He DMed me and asked if everything was okay, and since then we stayed in contact.

Is there anything else you wanted to share about your experience?
I've had a lot of practice letting go of things, moving through some really hard emotional stuff. And I've had a lot of practice being honest with myself about what happened, like taking responsibility for the fact that I got pregnant before I left and it was on me, but at the same time being kind to myself and saying you cannot be hard on yourself. This is hard enough. I just want anybody that has gone through something like this, any kind of loss really, to be able to let go of that in a way that allows them to live their life. I've done this before; even after Survivor it was so hard for me to come to terms that the $2 million was right there and I did things that didn't allow me to win that money. But at the same time, me being unkind to myself would never let me move past it. And now I've moved past that in a way that allowed me to talk about the show and watch the show, joke around about it, that is something that I practiced through this as well, even though it was a different kind of loss. But you are stronger than you think and your body is amazing, and nothing your body does is a betrayal. You have to love the body you're in, and I'm so proud of my body for being resilient and going through everything it did and still serving me.

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