West Albury's Christy Murray and Brandon Bell were expecting to welcome their much-longed-for baby daughter in Wodonga last week.

She would be a little sister for Brandon, 10, Jakayden, 6, and Tarleak, 4.

Instead the family is reeling after Penelope Etty Mary was stillborn at the Wodonga Hospital last Monday.

"Our hearts are broken, our minds are confused," Ms Murray said.

"We never thought this would happen to us and would never wish it upon anyone to feel such heartache and pain."

Ms Murray was admitted to the Wodonga Hospital in mid-April at 36 weeks' pregnant when she thought she had been experiencing contractions.

With the baby deemed healthy, Ms Murray was treated for high blood pressure and an infection.

She was booked to be induced at 37 weeks' pregnant last Thursday.

Just days ahead of that the couple got the heartbreaking news that they had lost their baby.

"The news shocked and tore our hearts apart that our baby girl - our only baby girl - no longer had a heartbeat," she said.

"Our princess was born sleeping on April 27 at Wodonga Hospital."

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Ms Murray's cousin Natasha Grace said the extended family had started a Go Fund Me page online to help the couple cover the costs of a funeral.

She said a basic service cost between $7500 and $8500.

"My focus now is just to help Christy and Brandon give their little girl a good sendoff," she said.

Ms Grace, who is based at Bendigo, said the family was still awaiting the results of Penelope's autopsy in Melbourne.

"We are not sure how long this will take given the impact of coronavirus on everything," Ms Grace said.

To contribute to Penelope Etty Mary Murray's funeral fund people can visit Go Fund Me: gofundme.com/f/1zpwi9zpdc

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