Lill studied at the Royal College of Music and under Wilhelm Kempff. He made his London debut in 1963 at the Royal Festival Hall playing Ludwig van Beethoven's Piano Concerto No. 5. In 1970 he won the Moscow Tchaikovsky Piano Conpetition. He was made an OBE in 1978.
Lill has made a number of recordings, including the complete piano concertos of Beethoven and Sergei Rachmaninov and the complete piano sonatas of Beethoven and Sergei Prokofiev.