The X Factor star recorded a track with her mentor shortly after she finished third in the competition last year.
"Me and Kelly actually recorded something at Christmas time after The X Factor. It was just to try something but it's not gonna be on my album. Hopefully people will get to hear it in the future," Lily told MTV.
"On this album there are no collaborations, as it's my first album. I kind of wanted to introduce myself for now and get people to know what kind of artist I am and what type of person I am.
"Hopefully in the future, I will get to do some collaborations with the likes of Katy Perry, Pink, David Guetta, Kings of Leon - it's like a never ending list."
She added: "I'm still in contact with Kelly. She will text me and call me when she can, obviously the time difference is difficult but she has always got my back."
Amelia Lily releases her debut single, the Xenomania-produced 'You Bring Me Joy', on September 2.
Watch the video for 'You Bring Me Joy' below: