The two wed in an intimate ceremony with friends and family in Gloucestershire, England and followed the traditional ceremony by a breakfast reception. The 26-year-old was walked down the aisle by her father, Keith Allen.
The pregnancy news comes just months after Lily had to give birth to her stillborn son in November. She has also suffered another miscarriage before that.
“Lily is pregnant and she is marrying the man of her dreams. She is truly over the moon and so ecstatically happy she has shed tears of joy,” says a source close to the couple.
Lily’s lace gown was designed by French fashion designer, Delphine Manivet, who says she is happy for the British pop star.
“It’s beautiful that she is pregnant, and I am very happy for her. She is very happy about that – it is something wonderful.”
Lily and Sam, 32, will be honeymooning at the Glastonbury Festival, where they first met in 2009. Apparently the newlyweds are taking some family and friends with them and are rumoured to have arranged for two £1000 teepees for their guests.