EJ has weathered a snow storm and harassment from rival ospreys while incubating her clutch of three eggs. All hatched over the past few days.
The RSPB suspects mate Odin, who was bringing fish to the chicks, was frightened off by another male.
On Monday, an osprey was at the nest with a fish but the chicks were dead.
The bird is thought to have been EJ.
RSPB Scotland said she was expected to remain at the nest and guard it against being taken over by other females.
It is possible to view the nest site via a webcam. Footage on Monday morning appeared to show the nest had been abandoned.
Later, on occasions, an adult osprey was seen at the nest, at one point with a fish.
At the weekend, RSPB Scotland said it had decided not to intervene in what it described "heart breaking" but natural process playing out at its reserve.
EJ, who is 20 years old this year, has been visiting Loch Garten for 15 years and has reared 25 chicks over that time with mate Odin and other males.
The nest is in a tree on an RSPB Scotland reserve.
EJ and her long-term mate Odin are the most successful breeding pair at the Loch Garten site.
Over previous seasons, 17 of their chicks have fledged.
Ospreys migrate from west Africa to Scotland to breed and can be seen hunting for fish from rivers and lochs.
EJ's breeding seasons have been fraught with drama in the past.
Incidents have included eggs being kicked out of the nest by a male bird and battles between EJs and rival females over the nest.

The head of the mission, known as Minusma, called the killings in the town of Kidal a "barbaric crime".
Saturday's fighting broke out between the army and Tuareg rebels during a visit by Prime Minister Moussa Mara.
In 2012 a Tuareg rebellion in northern Mali triggered a military coup and an Islamist takeover of the region.
Civilian rule was re-established in 2013, but Islamist and separatist forces remain active in some areas.
During Saturday's fighting the rebels captured the local governor's office, seizing 28 people.
Minusma head Albert Koenders called for an inquiry into the attack.
Earlier, Mr Mara said his government was now "at war" with the separatists.
The army said eight soldiers and 28 rebels were killed in Saturday's fighting, but the National Movement for the Liberation of Azawad (MNLA) rebels denied losing any fighters.
Officials say that a Senegalese peacekeeper was also killed.
Malian Defence Minister Soumeylou Boubeye Maiga has said reinforcements were being sent to Kidal.
"We will double our troops on the ground if necessary," AFP news agency quoted him as saying.
The rebels are from the National Movement for the Liberation of Azawad (MNLA).
The United Nations is attempting to negotiate a truce between the Malian army and Tuareg rebels.

The incident happened at about 03:00 on Saturday in Doon Way, Kirkintilloch.
It is understood that a 20-year-old man was taken to Glasgow Royal Infirmary for treatment.
Alloway Drive, which is near the scene of the assault, was closed between Doon Road and Burns Drive while investigations were carried out.
It has since reopened.
All three chicks being raised by a well-known female osprey in the Cairngorms have died, RSPB Scotland has confirmed.
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At least 17 people, including eight civilians, have been killed in an attack by rebels in northern Mali, officials say.
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Police are investigating after a man was assaulted in a street in East Dunbartonshire.