The Jags have acted swiftly to fill the void though by bringing in Rangers stopper Billy Gibson on-loan until the end of the season.
Killie boss Jim Jefferies (pictured) had been trying to strike a deal for the 25-year-old former Aberdeen man for a number of days and finally got his wish.
Lilley agreed terms on a two-and-a-half-year deal and is due to be unveiled at Rugby Park at 1pm on Friday.
Thistle co-player-boss Gerry Britton told the club's official website: "We have agreed a fee for David, and although he was very keen to stay here, the financial terms were such that he felt he couldn't knock them back.
"We wish him all the best in his career and I am sure that he will do very well at his new club."
Gibson, 22, has been on the fringes of the Rangers first team for a while without getting much of a chance.
But co-boss Derek Whyte made a final check on him in a reserve match earlier in the week and decided to give the temporary move the green light.
Britton said: "We have got him on loan for the rest of the season and he can play in the middle of the park or at full-back.
"He is versatile and I am sure that he will be a good addition to the squad.
"He becomes a first-team squad player right away and he has always impressed me at Under-21 level and Derek watched him on Monday night where, although his side were defeated, he was the best player in the Rangers side."
Ironically, Thistle are due to play Rangers next, at Firhill on Sunday, but Gibson will have to watch that one from the sidelines.
Britton said: "He won't be able to play on Sunday, it is part of the loan agreement that he can't play in this game only, but he will be available for the cup tie against Hamilton."
Thistle remain in the hunt for a new striker and hope to sign one before Saturday's transfer deadline.
Meanwhile, goalkeeper Kenny Arthur has put pen to paper on a new contract.
The 25-year-old agreed a new two-and-a-half-year deal that committed him to the club until May 2006.
Arthur, who has been sidelined by a hamstring injury in recent weeks, pledged his future to the club despite not knowing which division the Jags will be playing in next season.
Derek Fleming and Kenny Milne have already agreed new deals to stay at the Scottish Premier League's basement club too.
