Brown's wife Sarah, who was present there, also sobbed in an extraordinary display of emotion during an interview of the Premier by Piers Morgan for a TV programme.

The candid exchanges, which lasted over two-and-a-half hours before a live studio audience, are to be broadcast on 'Piers Morgan's Life Stories' on ITV next Sunday.

According to a report in 'The Sunday Telegraph', Brown told how it was he, and not his wife, who was first to realise that Jennifer was not going to survive.

Ten-day-old Jennifer, the Browns' first child, died in 2002 due to a brain haemorrhage. She was born prematurely and weighted just 2lb 4oz. She died in the arms of her parents at Edinburgh's Royal Infirmary.

Brown spoke of his agony when he came to know that his three-year-old son Fraser may have a 'poor life expectancy'.

Fraser, the couple's second son, was diagnosed with cystic fibrosis five months after his birth in July 2006.

In the past Brown has raised hopes that despite the condition, Fraser could be "a rugby player or a football player".

The newspaper quoted a member of the audience saying: "It was remarkable to hear Brown talk like that.

"He said he was the one who could tell Jennifer wasn't going to make it and he described how he held her tiny little hand until the very end.

"He was asked if he was angry about his son's illness and said, "We sometimes ask, why us? But we try not to be bitter."

During the interview, Brown, who is generally reserved, spoke more openly than ever before about himself and his battles with Tony Blair, admitting that he had "explosive" rows with his predecessor.

He said Blair had secretly promised to hand over power to him - but that the timing lay with Blair.

He also revealed how he proposed to Sarah on a beach and said she was the only woman he had ever loved. PTI