The 25-year-old singer - who is set to tie the knot with fiance Sam Cooper in Gloucestershire, South West England, on June 11 - spent the evening at the celebrity chef's restaurant in London's exclusive Claridge's Hotel alongside a group of close friends, including actress Jaime Winstone and British TV presenter Miquita Oliver.
Writing on her twitter page, she said: "I am on my hen, having a cooking lesson with a very special teacher.
"Gordon Ramsay, and he was brilliant. Had no idea, I am a very, very luccky girl. X x (sic)."
While the party got off to a classy start, it quickly degenerated into a traditional hen bash, with Lily posting pictures on twitter of penis-shaped straws and "stripper shoes" before emerging from the hotel wearing a fake bride's veil on her head.
According to the Daily Mirror newspaper, the group then moved on to Soho's Lucky Voice karaoke bar where the 'Smile' hitmaker was spotted belting out a string of hits, including Madonna's 'Like A Virgin' and 'Moment For Life' by Nicki Minaj.
Lily and her pals were then given permission to stay on at the night spot after hours, where they downed four bottles of rose champagne.
Notably absent from the celebrations was fellow bride-to-be and close friend of Lily Kate Moss - who is tying the knot with rocker Jamie Hince in July - after the pair reportedly fell out over plans to host their hen parties on the same night.
A source recently said: "Lily and Kate are more like 'frenemies' these days. Lily was upset when she heard that Kate was throwing her own hen night on the same weekend as hers.
"Lily then brought hers forward to May, but the whole thing has left a bitter taste."