The X Factor star was performing her second song at the festival's Chelmsford site when the incident occurred, with some of the audience booing the singer.
A visibly upset Lloyd left the stage, but soon returned to finish her set.
"It's hard enough being up here, but it's not nice having bottles of p**s chucked at you," she told the crowd at Hylands Park, Essex.
She has since tweeted: "Thank you so much for all the nice messages, shame that a couple of people had to ruin it.
"Unfortunately a glass bottle got thrown at me on stage. Tomorrow is another day, big love to my brats!"
Lloyd performed without incident at V Festival in Staffordshire yesterday.
The Killers, Snow Patrol, Rita Ora, Tom Jones and Olly Murs are also performing in Chelmsford today.
Lloyd is currently launching her career in the States and recently performed 'Want U Back' on America's Got Talent.
Photo gallery - V Festival 2012: