She told the Gay Times magazine: "I did once kiss identical twins in San Diego. I was on the sofa and I had them both. I was dancing and shoving my a**e on one of them."
While the singer says this was her sole sexual encounter with women, she admits to having lesbian fantasies "a lot".
She added: "I do have wet dreams - lesbian dreams - quite a lot."
Lily - who has previously been romantically linked to DJ Seb Chew and Chemical Brothers star Ed Simons - recently claimed her fame is ruining her sex life.
She said: "I have had a couple of times when I've got to know someone and we've had a really great time at my London apartment, just watching TV and having sex.
"And then I get paranoid because I get like, 'I don't want to leave the house with you because I don't want us to be photographed together and for us to suddenly have to justify our relationship, when we don't know what it is yet'."
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