The 33-year-old singer apologised to fans on Twitter on Wednesday as she admitted she was also unable to perform due to sickness.
She tweeted: "#NOSHAMEUSA CHICAGO AND MINNEAPOLIS I have no choice but to cancel tonight and tomorrow’s shows, my throat and vocal chords are so inflamed and angry.
"Working on rescheduling and will have more info for you as soon as I get it. I am so sorry, I was so looking forward to seeing y’all."
In an accompanying video message to fans, she said: "Hello everybody I'm very sad to say I've had to cancel my Chicago show tonight and my Minneapolis show tomorrow due to my sickness.
"We are working on rescheduling both shows so I will get back to you with news about those… I'm just really really sorry, but this is unavoidable, I've been battling it for two weeks."
Earlier in the day, the Smile singer tweeted: "I am really quite sick, and I've just had some truly devastating news. Can you trolls just allow me for today ? Thanks I'm (sic) advance."
In response to a concerned fan who asked if she as ok, Lily said: "Not really. I can’t speak and I’m very shaken up by news from back home."
She was inundated with comments from fans wishing her well.
Lily later said: "Overwhelmed by all the well wishers and how understanding everyone is being, thank you all so much. I will make it up to you all I promise . I have the best fans."
She was due to perform at the Vic Theatre in Chicago on Wednesday and at the Varsity Theatre in Minneapolis on Thursday.
The Vic Theatre's message said: "We're sorry to say that tonight's show has been cancelled. Tickets purchased online will be refunded automatically.
"Due to illness, @lilyallen performance scheduled for tonight, October 31, at The Vic Theatre has been cancelled. We apologize for any inconvenience."
The star has been touring her new album No Shame in the States for the past month.
After her performance in New Orleans earlier this month she left little to the imagination when she left the House of Blues in a see-through mesh top exposing her boobs.
The look was a far cry from the demure pink gown she was pictured in at an Amazon Prime Video party in London on 2nd October.
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