The singer caused chaos backstage at London's Wireless festival in 2010 - where both she and the rapper were scheduled to perform - when she left her pet pooch Mabel outside the '99 Problems' hitmaker's VIP area.
She told BBC Radio 2: ''At Hyde Park a couple of years ago I tied Mabel up outside my dressing room before going on stage. Jay Z's bodyguard came over and was like, 'You have to move that dog!' Jay Z and Beyonce are about to arrive.
''Then Jay Z walked through and was like, 'The dog is OK'. It was literally, 99 problems and the b***h ain't one.''
Lily - who has daughters Ethel, two, and Marnie, 14 months with her husband Sam Cooper - is no stranger to controversy and recently took to Twitter to slam MTV for attempting to ban her new music video 'Our Time'.
The video shows her drinking from a flask in the back of a taxi before fighting with another version of herself dressed as a hot dog.
She angrily tweeted: ''MTV want to ban the 'Our Time' video during the daytime, unless they get a clean edit that show you a) NOT DRINKING FROM A FLASK and b) NOT DISPLAYING ANTI-SOCIAL BEHAVIOUR FROM DRINKING BY FIGHTING WITH THE HOT DOG. I told the label we are NOT making a clean version of the video. Bring on the controversy! (sic)''
His new album Underneath It All is out now.