Showbiz
Rex Features
The singer split with boyfriend Ed Simons last month, just weeks after suffering a miscarriage.
She decided to seek help from a psychiatrist after "sinking into despair", reports The Sun.
A source said: "The last couple of months have been really hard for Lily. She was so happy to be pregnant and was willing to give up her showbiz life to settle down and have a family.
"Her miscarriage was a huge blow and she hasn't really recovered. She has tried to put on a brave face but she found she needed to get some professional help."
The 22-year-old is allowed to leave the facility to film her TV show and see friends.
Allen recently revealed she is feeling "lonely" after staying in to avoid the showbiz party scene.
> Allen slams paparazzi after car smash
More: Lily Allen, Showbiz
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