According to the Daily Mail, delighted Cooper revealed the news in front of friends and family at the wedding breakfast.
A friend told the Mail: 'There were tears all around.
'This is the happiest day of Lily and Sam's lives and they are so in love. This is the icing on the wedding cake!'
The hugely popular singer and her home designer groom had a traditional wedding ceremony in the English countryside.
They tied the knot on Saturday in a ceremony at St James Church in Cranham, Gloucestershire,
in front of about 100 guests. The reception was held in the grounds of Lily's home.
Allen, who is also a TV host and political activist, wore a lace gown and headdress from French designer Daphine Manivet.
Lily came close to death last year when she contracted a virus while pregnant.
When it was announced she'd lost the baby, her music industry fans including Katy Perry and Justin Bieber all tweeted their condolences.