The star also launched a tirade against the British National Party and suffered a wardrobe malfunction during her set.
Although she made no mention of Jackson’s death yesterday (June 25), Allen wore a white glove on her right hand copying one of the pop icon’s trademarks.
Before playing ‘Fuck You’, Allen instructed the crowd to raise their middle fingers in protest against the controversial political party, who gained two seats after the recent European Parliament elections.
“Fucking boo them,” she told the audience. “This song is called ‘Fuck You’, and I’d like you to join me by putting your middle fingers up at those bastards.”
When the audience responded by cheering wildly and raising their middle fingers, Allen collapsed in a fit of laughter.
Elsewhere in her performance, Allen, who played the same stage in 2007, suffered a wardrobe malfunction before playing ‘Littlest Things’, though she saw the funny side of it.
“My tit tape has just fallen out,” she quipped to the crowd, before revealing her breast to the audience and giggling.
The massive crowd sang along to the likes of opening track ‘Everyone’s At It’, ‘LDN’, a sped-up version of her first UK Number One single ‘Smile’, and her cover of Britney Spears’ ‘Womanizer’.
Allen also paid tribute to her family (her father, sister and grandfather were watching from the side of the stage), by revealing that this weekend is the anniversary of her grandmother’s death – the star found out the news while at Glastonbury in 2008.
Lily Allen played:
‘Everyone’s At It’
‘I Could Say’
‘Oh My God’
‘Everything’s Just Fine’
‘Go Back To The Start’
‘He Wasn’t There’
Head to our NME Festivals section for the latest Glastonbury picture gallery, and check out the NME Festivals Glastonbury blog for dispatches straight from Worthy Farm. For all of our coverage go to the Glastonbury 2009 homepage now.
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Watch Lily Allen’s Glastonbury 2009 performance, courtesy of the BBC :