The Adelaide Crows player and Belinda, a Channel 7 TV presenter, shared the tragic news of their son's birth alongside a photo holding the baby's hand.
"Last week we said goodbye to our beautiful little man," the both wrote. "Leo Rory Sloane was born into the world still, but perfect.
"Thanks for making us the proudest parents and filling our hearts with love beyond measure, the moments we had with you are now beautiful memories that will last a lifetime đđŚ #lionwarrior".
Rory, 32, was a late withdrawal from the Crowsâ last game of the season on Saturday night. The football club said it was due to a âprivate family matterâ and asked for âthe privacy of Rory, his wife Belinda and their families is respected at this timeâ.
His fellow teammates wore black armbands during the game.
Rory and Belinda announced their pregnancy in April this year.