The singer, 29, revealed that her eldest child Ethel, now two, was born with a condition called laryngolalacia - which causes the larynx to collapse - when she was 12-months-old and had to be fed through a tube for several months.
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Lily Allen spoke about the 'extremes' of her life during an interview with Desert Island Discs
"It's basically a problem with the throat," Lily said during an interview with Desert Island Discs. "She was working so hard to breathe, to just exist really, and she wasn't gaining any weight at all."
Lily had miscarried her first child, a baby son, after a six-month pregnancy in 2010. She told presenter Kirsty Young that she had a "neurotic" concern that she would also lose Ethel.
"I was so scared of losing her the whole time really," confessed the star, who has a second daughter, 16-month-old Marnie, with husband Sam Cooper.
"All I wanted to do was just breast-feed her and to sit there in my chair with her and spend those precious hours into the night looking after your child.
Lily Allen and her husband Sam Cooper pictured at Glastonbury Festival on Sunday
"When we lost our first, I remember thinking it's just so bizarre that I seem to have all these really unique experiences, you know, the highs along with the lows.
"From playing on the main stage at Glastonbury to 70,000 people to losing a child, it's just, everything seemed to be extremes."
During her appearance on the Radio 4 show, Lily chose I Would Rather Go Blind by Etta James, a song she associates with the stillbirth.
"It's quite difficult to talk about it," the singer said. "Sometimes I think that listening to certain songs can be really helpful to take you back to a certain place.
"I lost a child three years ago now, and I just remember leaving the hospital empty-handed, so to speak, and driving from Homerton in Hackney, all the way to Gloucestershire and this song being on a CD that Sam was playing, and in a weird way it's just a nice song to kind of connect to."