But there was finally a chance for fans to get a look at her blossoming figure this week as she shared a picture of her trip to Marrakesh.
Lily, who is in her second trimester, posted a photo of her in a loose grey top during a shopping trip.
"This is me and Maryam of @MyMarrakesh who took me shopping in Marrakesh and showed me all this amazing stuff," she wrote in the caption accompanying the pic.
Reports began to circulate in the summer that Lily was pregnant again, and that the Who'd Have Known singer had been for her three-month scan.
This was when her daughter Ethel was just eight months old.
There was no official announcement from the star or her other half, painter and decorator boss Sam, but Lily's dad spoke on their behalf.
He simply said: "Yes, she is pregnant," during an interview on This Morning.
The couple are overjoyed about the new arrival.
They previously suffered heartbreak in 2010 when Lily lost a baby six months into a pregnancy.
She also had a miscarriage in 2008 when she was dating Chemical Brothers star Ed Simons.