Tonight on The Jonathan Ross Show, the Hard Out Here singer talk about her stillborn son back in 2010.
The baby boy was only six months old and Lily, teary-eyed, described it as being 'the most unfortunate thing that can ever happen to a person' that is 'difficult for anybody regardless of what world they live in'.
Luckily for the 29 year old, husband Sam Cooper was there to help bear the pain.
"I was very fortunate in the sense that I have a loving partner to go home to and share that experience with," she praised.
HOLLY WILLOUGHBY OPENS UP ABOUT 'FRIGHTNING' STILLBIRTH STATISTICS
"There are many women - [there are] 17 stillbirths in the UK everyday - that go home and they don't have that support, they have to go home and deal with that on their own so I am kind of in a bit of a - since that happened - in a count my blessings scenario rather than feeling sorry for myself."
She also revealed that she'd love to give daughters Ethel (who is already two) and Marnie (who turns two in January) a little brother.
She joked that she wouldn't mind "another girl just so I can call her Auxiliary Jane… or Pizza, I quite like Pizza for a kid, or Mega Lolz that would be good. Megan Lolz."
The next hot topic that got her going was the double standard for women versus men. Allen has been recently criticised for 'abandoning her children' when she was seen leaving Kate Hudson's Halloween bash with Coldplay frontman Chris Martin.
“The way that they had sort of insinuated it was that ‘she’s a mother of two, abandoning her children…’. I’m in a car with a father of two and at no point has anyone alluded to him abandoning his children!"
"There is a double standard. And also it’s completely false because my children are with me most of the time.
If there are photographers around, I make sure that I go in a different car because I don’t want them to have guys with what look like guns pointing at them the whole time and chasing them."
She also took some time to clarify her rather controversial decision to join the dating app Tinder, explaining "I don't meet up with people, I just talk to people on it…
You can have a chat situation and you know, sometimes I am away, if I'm in Australia or Los Angeles and there's no one up that I know to talk to on the phone sometimes I'm just like, 'actually yes, you look quite fun to have a little chat'…but nothing sinister".
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"My biography on the app basically says 'I'm a recording artist, I travel around the world, I'm married, I have two beautiful girls…' at the end it says 'some of my photos are now and current and some are of when I looked significantly hotter and younger…' It's not a hooking up thing."
We are sure that's true, Lily.
Catch all the entertainment tonight on ITV.