The actor, 48, said their relationship is ‘so great’ after speculation over their romance when eagle-eyed fans noticed Lily was no longer following David on Instagram.
And Lily appeared in high spirits as she headed out to a coffee shop in New York on a solo stroll on Saturday.
The make-up free singer, 38, showed off her newly-dyed red locks as she fuelled up on caffeine.
Lily cut a low-key figure in an oversized black padded hoodie with white cropped jeans underneath.
Keeping warm, Lily layered the look with a black scarf and opted for comfort on her feet with black trainers.
The Smile hitmaker accessorised her outfit with black sunglasses and a purple padded cross body bag.
It comes after Lily spoke about her life in New York with her husband David, 48, in an interview with Grazia magazine as she posed on the font cover.
Their marriage recently made headlines after the singer unfollowed David on social media, sparking split rumours.
But talking fondly about her time in the US, she told how her actor husband now receives more ‘attention’ from fans than her.
She explained that fans often approach David and ask for a selfie, while she typically ends up being the photographer.
Lily said laughing: ‘To clarify, what they mean is: can you take a picture of me – with your husband? ‘They don’t even notice me. I’m just the photographer.
‘No one knows who I am. Growing up with the attention that I had in my twenties can lead to, sort of, narcissistic feelings. It’s nice to be in a relationship where somebody else gets all of that attention. It’s good for my ego.’
Earlier this month it was reported that the couple were ‘living separate lives’ after fans noticed Lily had unfollowed her other half.
It was claimed they had ‘barely seen each other’ over the last three months however David has since confirmed he and Lily are still very much in love and described his marriage as ‘so great’.
Speaking to People, the Stranger Things star, who married the Smile hitmaker in 2020, said that as their relationship continues the pair ‘grow closer and closer’.
After the success of performing in West End’s Ghost Story 2.22 and The Pillowman, Lily has revealed she is preparing to join a drama school.
Speaking on podcast Who Are You Dressing For?, with stylist and model Kyle De’Volle, Lily said: ‘I’ve got an audition with a drama school in New York so I’m hoping I can go and study for a bit. The idea of going to drama school excites me.’