The singer, 33, was short-listed for the honour — awarded annually to the best album by an UK or Irish artist — but lost to rock band Wolf Alice at the ceremony inside Hammersmith Apollo in London.
After the bash Lily tweeted a video of her performance and wrote: “Someone call 999 I’ve been robbed.”
Someone call 999 I’ve been robbed. https://t.co/3k3KkT51oi— LILY ALLEN (@lilyallen)
I adore @wolfalice tho, and they are very deserved winners. Next time……… imma win that bitch.— LILY ALLEN (@lilyallen)
She received many messages of support from her fans and went on to write: “I adore @wolfalice tho, and they are very deserved winners. Next time……… imma win that b***h.”
Lily performed a stripped back version of her song Apples on the night from her latest album No Shame.
She soon reclaimed her composure and was pictured smiling as she left the venue.
Lily previously told Sky News of her desire to win the award, explaining: “There is a caricature version of myself which is portrayed in the mainstream press, and the artist part of me gets lost a lot of the time.
“Already being nominated has helped with that immensely, but to win would just be amazing.”