Earlier this week, Lily flew to New York with her daughters and is thought to be filming a new music video there.
This afternoon, the British singer shared a photograph of Ethel, two, and 14-month-old Marnie as they sat together in what appeared to be a dressing room.
Lily, who keeps her daughters out of the spotlight, has shot the picture from behind but it still gives fans a peek at their blonde hair.
Alongside the snap, which Lily posted on Instagram, she said: "Babies at work with momma today. #NYC."
Lily married her husband Sam Cooper in June 2011 and it was confirmed at the time that she was several months pregnant with Ethel, who arrived in November.
The couple welcomed Marnie into the world in January 2013.
Watch Lily's video for her latest single 'Our Time' below: Warning, contains swearing