It was the look on her doctor's face that alerted Danielle Thomas to the fact something was really wrong.

Twenty-four weeks into her pregnancy, the 28-year-old and her husband of nearly two years had been planning excitedly for the arrival of a little girl.

So when her back started to ache one afternoon last October, Mrs Thomas had no idea that the worst might be happening.

Her husband Jamie rushed home and they went to the hospital to check baby Hailie's heart rate, which showed she was healthy and moving as normal.

"So we felt a bit relieved - it couldn't be that bad," Mrs Thomas told AAP from her home in Bundaberg, Queensland.

But a doctor's examination revealed the expectant mother was 4cm dilated. She was in full-blown labour.

"What they were saying to me wasn't computing in my brain. My initial response was, 'Can't you just stop it?'," Mrs Thomas said.

"I just remember the look on her face ... it was just helpless. That was when I started thinking this was really serious."

She had suffered placental abruption, in which the placenta starts coming away from the lining of the uterus, reducing oxygen supply to the baby. It can also cause haemorrhaging in the mother - as it did in Mrs Thomas's case.

The couple are among the estimated 3000 Australian families a year who endure the heartbreak of a stillbirth or sudden infant death. More than 100,000 are estimated to experience a miscarriage.

The grief following the loss can be so raw and painful even the best-intentioned family and friends flounder when trying to address it.

Often, beloved babies' names are left unspoken for fear of causing distress.

With that in mind, Saturday marks the fifth annual Say Their Name day, a Red Nose Australia event that encourages people to speak out about much-wanted babies who are lost.

People can publicly share their babies' names or nicknames on a virtual memory wall, in an online tribute or on social media as part of the campaign.

They can also add their name to a nearly 30,000-strong petition to federal parliament calling for the creation of stillbirth or bereavement suites in maternity hospitals.

The campaign is designed to get people openly talking about their children as a way to deal with their grief.

"Saying our baby's name is a way to protect and keep their memory going, when they cannot be here with us physically," Mrs Thomas said.

Opening up difficult conversations can be very powerful for grieving families, Red Nose Australia CEO Keren Ludksi says.

"But many parents tell us they want people to talk about their babies," she said.

"Their babies existed, they were wanted and much loved and they need to feel them acknowledged."

The first thing Mrs Thomas did when she returned home from hospital was to set about creating a permanent memorial to her daughter.

She put up photos, foot prints, hand prints and keepsakes - anything she could find to make sure their little girl was part of the home.

"I really struggled when I left the hospital ... I needed something in our house that was her."

Mrs Thomas said she understood not everyone felt the same way and some parents didn't want the pain of constant reminders, something she learned when attending online baby loss sessions.

"I think it depends on the person, but I think whatever you do is the right thing for you," she said.