The former Destiny's Child star took Lily into the studio on December 14 after the contestant came third in the competition on Saturday (December 10).
Lily tweeted: "Had a great day in the studio with miss Kelly Rowland! Can't wait for you guys to hear."
It has not been confirmed whether the 17-year-old has signed a record deal following her time on the show, which saw her duet with Rowland at Wembley Arena.
Runner-up Marcus Collins has also revealed that he hopes to write his debut album with X Factor mentor Gary Barlow.
Meanwhile, Little Mix's winner's single 'Cannonball' is currently on course to claim the UK number one spot on Sunday evening's chart.
> Kelly Rowland: 'I want to record a duet with X Factor Sophie Habibis'
Watch Amelia Lily and Kelly Rowland duet on 'River Deep, Mountain High' below: