The 26-year-old star used to be pals with the 'Rehab' singer – who was tragically found dead at her home in July – and after her passing, concerned friends text Lily afterwards to say they were "glad" she hadn't suffered the same fate.
She told ES Magazine: "I felt that she'd become such a cartoon character of her herself. Her death almost didn't feel real because her life had virtually been lived in the newspapers near the end.
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"Amy struggled she wanted a real life. She wanted to go down the pub and she couldn't.
"Actually when Amy died, I got several texts from friends saying they were really glad I was still here. That I hadn't died too. It's so easy to get caught up in the madness and I count my lucky stars I've been strong enough to walk away."
Pregnant Lily now spends most of her time in the Cotswolds, central England, with her husband Sam Cooper and is enjoying spending time doing nothing.
The singer – who tragically lost her baby boy six months into her pregnancy earlier this year and suffered a miscarriage in 2008 - said: "Instinctively, I always want to be involved in everything. But with this pregnancy, especially with what happened last time, I'm getting to the point where I think, 'F**k everything.'
"It's the one time in my life I'm allowed to do nothing."