When JJ lost her unborn child.
When JJ was abducted and tortured for information and intel related to her perious work in Iraq, there was flashback.
When JJ was working overseas with State Department, she told Section Chief Cruz in confidence that she was pregnant. Shortly after, her humvee and several others were blown apart by insurgents, knocking her unconscious. When she awoke, she was lying in a medical tent with Cruz by her side. Just by the way that he was looking at her, she knew. She cried in disbelief when Cruz tearfully told her that she had lost her unborn child in the attack.
Season 9, Episode 14 “200”