The 26-year-old was left devastated when she miscarried her unborn son with husband Sam Cooper six months into the pregnancy last October - two years after losing a baby with former boyfriend Ed Simons.
And Allen, who recently reached the six-month mark, admits she is still haunted by the miscarriages, and is worried about her unborn baby.
She said: 'I was terrified the other night in bed. I wake up a lot at the moment and at one point I touched Sam's face and it was freezing cold. I was screaming. 'Sam! Sam! Oh my god, my husband's dead! I've sorted everything out and now it's all over!' He woke up and said, 'All the windows are open'.'
This time Lily says she is taking no chances.
The Smile hitmaker said: 'After my...?last baby, I'm being really closely monitored so I come to London every Thursday for a scan. The doctor keeps telling me to take it easy.'
She added to British newspaper the London Evening Standard: '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*** everything. It's the one time in my life I'm allowed to do nothing.'
When asked if she knew whether the baby was a girl or a boy, the fashion designer said: 'I do. It's between me and the husband. I haven't even told my mum.'