Champion mare Winx has tragically lost her first foal, a filly by super sire I Am Invincible.

Trainer Chris Waller issued a statement on Tuesday on behalf of Winx's ownership group, who have been devastated by the news.

"It is with great sadness that the Kepitis, Tighe and Treweeke families wish to inform everyone that unfortunately overnight Winx lost her foal," the statement said.

"Our thoughts and attention at the moment are on Winx, ensuring that she remains healthy, as anyone in this situation would respect.

"It is a traumatic time for a mother and those involved and Winx is now the centre of our attention following the loss of a beautiful filly this morning."

The incomparable Winx was retired from racing after recording her 37th win in the Queen Elizabeth Stakes at Randwick in April last year.

The victory was her 33rd in succession and gave her a world record 25 Group One wins, amassing more than $26 million prize money.

She was served by I Am Invincible last season and was reported to be doing well in the lead up to the birth of her first foal.