She’s been treading the boards in her first ever West End show.
The singer, 36, opted for a stylish pale blue pea coat and black printed tights as she made a stylish departure following her appearance in the play.
Lily showed off her sophisticated sense of style as she wrapped up in the blue coat to leave the theatre.
The star covered up her dress in the cosy coat and finished her ensemble with black suede ankle boots and the fun printed tights.
The outing comes after Lily marked her one year anniversary with her husband David Harbour with a slew of throwback snaps earlier this month.
Among the images shared to Instagram were previously unseen pictures of her daughters Ethel, nine, and Marnie, eight, as bridesmaids, with the pair looking adorable in ruffled peach dresses.
The Smile songstress also shared a video showing her Stranger Things star partner, 46, performing a dance and eating cake at a celebratory meal alongside a series of images from their Las Vegas wedding.
The famous couple’s surprise nuptials was officiated by an Elvis Presley impersonator at the iconic Graceland Wedding Chapel, with the couple even sharing a selfie with him.
Lily’s first West End show, which opened on August 3, received high praise from critics who applauded the ‘macabre playfulness’ of the production and her stellar stage presence.
The star plays the character Jenny in the thriller about four friends caught up in a night of high tension.
She is joined on stage by former EastEnders star Jake Wood, City Of Angels actor Hadley Fraser and Julia Chan of Silent House.
The play follows Jenny, who believes her new home is haunted but her husband Sam (Hadley) remains skeptical.
They argue with their first dinner guests, old friend Lauren (Julia) and new partner Ben (Jake) and decide to stay awake until 2.22am to discover the truth.