The rented home in Kailua, Hawaii, which Lilly shared with two female crewmembers, was engulfed in flames in the early morning, which destroyed the entire building in 30 minutes.
Lilly was shooting the hit show at the time of the fire and no one was injured in the blaze.
The couple didn't arrive at the scene until just after sunset and came armed with flashlights and gloves.
The pair sifted through the rubble and managed to salvage a few personal items.
Although it had been an emotional day for the star, who plays Kate Austen on the show, she managed to smile for photographers who were at the scene.
Investigators have not yet determined the cause of the fire.
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