The 30-year-old pop star - who is non-binary and uses gender-neutral pronouns - thought it was a "joke" when the phallic marble statue arrived as a gift from the 'Shivers' hitmaker, and it is so big they will need to have it "craned" into the house.
Sam said: "It’s actually wild – I thought it was a joke, but it’s a six-foot-two marble penis… It’s two tonnes, and I’m going to have to get it craned into my house!"
The 'Stay with Me' singer went on to add that the goal is to turn the statue into a "fountain" even though that could prove difficult.
Speaking on 'The Kelly Clarkson Show', Sam added: "I want to turn it into a fountain, which I think will be hard to do."
And Sam revealed they weren't the first person Ed has sent one of the giant pieces of art to, as they know Sir Elton John is also in possession of one.
They said: "He gives people concrete penises. I’m not the first – Elton got the first."
Sam and Kelly then went on to attempt to choose a name for the marble statue, and appeared to have settled on the Duke of Hastings, in a nod to a character from Netflix hit 'Brigerton.'
Sam said: "We should name it together. Phillip? Kevin?"
Kelly replied: "How proper! Kevin reminds me of 'Home Alone' so it feels a little weird. No, we're gonna think of one. A good one. Duke of Hastings? Sounds grand and six-two! Do you like 'Bridgerton'?"
Sam added: "I like that! I liked 'Bridgerton', yeah, I do like it. Duke of Hastings is nice."
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