It is highly likely that Watts read the 1844 poem The Bridge of Sighs by Thomas Hood and was inspired to paint this scene. The poem tells of a woman who jumped off the Waterloo Bridge in London after being kicked out of her home and it implies that she was pregnant.
Make no deep scrutiny
Into her mutiny
Rash and undutiful:
Past all dishonour,
Death has left on her
Only the beautiful.