The "Smile" singer detailed the incident in her autobiography, "My Thoughts Exactly", which is set to be released later this month.
In an excerpt published in The Sun newspaper, Lily revealed that she hit rock bottom at a Halloween party thrown by actress Kate Hudson in 2014.
Dressed as Dr. Luke – the record producer Kesha (stylized as Ke$ha) accused of sexual assault – the mother-of-two proceeded to get drunk and use drugs at the star-studded bash.
"I'm not super-close to Chris Martin, but I'll always be grateful that what he did was say to me, 'No Lily, I don't see you like that. I don't want to f**k you. I care about you. I want to be friends with you. I want to help you,' " she wrote.
Lily and Chris were snapped by waiting paparazzi outside Kate's Brentwood mansion, and rumours swirled at the time that the British singers had coupled up. Instead, the 41-year-old rocker was ensuring Lily got home safe.
"He and Gwyneth [Gwyneth Paltrow] had just broken up, but they were together in L.A. doing their conscious uncoupling thing. They asked me over for Sunday lunch. I wasn't very chatty with Chris, but he and Gwyneth did put me in touch with their marriage counsellor. I didn't go, but it was the wake-up call I needed. I realised I was ill," she wrote.
Lily also revealed more details about the alleged sexual assault she suffered at the hands of a record industry executive.
She said she fell asleep in his hotel room after she got "smashed" at a party, and subsequently woke up at 5 A.M. "because I could feel someone next to me pressing their naked body against my back."
Lily then fled the hotel room, and consulted a lawyer in London, before signing an affidavit documenting the incident, because she wanted it "on the record that I'd been sexually abused by someone I worked with."