The tragic news was announced on Saturday by Gakpo's partner, Noa van der Bij, who revealed that the couple's second child, Elijah, had died during pregnancy.
In a statement shared on social media, she wrote: "It is with heavy hearts that we announce the devastating news that our baby died during pregnancy. Thank you all for your support. Elijah Raphael Gakpo. Forever loved, forever our son."
Gakpo and Van der Bij, who have been together since 2020, are already parents to a son, Samuel, who was born in April 2024. The couple announced they were expecting a second child around a month ago.
The Dutch Football Federation said it was offering its full support to Gakpo and his family, adding that the Liverpool forward had chosen to stay with the national team during the tournament.
It remains unclear whether the 27-year-old will feature in the Netherlands' World Cup last-16 tie against Morocco, which kicks off at 2am on Tuesday.
Gakpo has started all of the Netherlands' group-stage matches and scored twice in their 5-1 victory over Sweden.