On 2 September 2018, Allen posted on Instagram that she had had sex with female escorts in 2014 whilst married to Cooper, and whilst on tour promoting "Sheezus". Allen had included details of these events in her book "My Thoughts Exactly", and said that she made the Instagram post as the "Daily Mail" were planning to publish an article about it the following day. Saying that "I'm not proud, but I'm not ashamed", Allen has linked the events to her postnatal depression and the breakdown of her marriage. Allen has criticised the press for portraying the events as a "lesbian prostitute sex romp".