In the short clip, Lily is seen dancing in her Spanx underwear to a Drake song, as she prepares for her concert in Brussels.
Captioning a second video 'Getting ready,' Lily can be seen donning a sequin body-con dress ahead of the gig in Belgium on Tuesday night.
The 29-year-old mum-of-two tweeted: 'I can highly recommend dancing around to Drake in Spanx, quite liberating.'
The star was tweeting about her journey back to London this morning, adding that she was struggling with her 3G service now back in the UK.
Allen will be playing a variety of festivals this summer including V festival, Benicassim in Spain and Electric Picnic in Ireland.
Lily has two children with her husband Sam Cooper. We wonder if Ethel Mary, 2, and Marnie Rose, 1, will be joining Mum on the festival circuit this year?