The 23-year-old missed out on the 4-3 defeat to Nottingham Forest at the weekend due to personal reasons, which the club have now confirmed was due to his tragic loss.
Woods released a statement via the Bees' official website ahead of Tuesday night's meeting with Bristol City, thanking his friends and family for their "love and compassion" over the past week.
"Last week, my partner and I suffered the tragic loss of our baby," the statement read. "As you can understand, this came as a devastating blow and has left us, our family and friends struggling to come to terms with the implications.
"I would like to thank those closest to us for their love and compassion and also the understanding of everybody associated with Brentford Football Club.
"Of course, I can understand the speculation as to why I have not been involved in the last few games but I would ask if everybody could respect our privacy at this incredibly difficult time."
Woods has made over 100 appearances for Brentford since joining from Shrewsbury Town in 2015.