The 25-year-old singer, who is expecting her first child with boyfriend Sam Cooper, is three months down the line according to scan results, reports PA.
The 'Smile' singer said: "It brings me great pleasure to tell you that Sam and I are expecting our first child. It goes without saying that we are both absolutely delighted."
Allen, who suffered a miscarriage in 2008 with her former boyfriend and Chemical Brothers star Ed Simons, had fuelled speculation about her pregnancy by cancelling promotional and festival appearances in the past month.
I'm really happy for Lily, her life is really coming together and that is what is most important, but selfishly I want her to release a third album! I never thought she was serious when she said that she retired, but perhaps she was. Regardless, she won't be making music for quite some time if she ever does again.