A lamington is a dessert of Australian origin. It consists of squares or more often these days rectangles of sponge cake coated first in a layer of traditionally chocolate sauce, then in desiccated coconut.ost accounts of the creation of the lamington agree that it was named after Lord Lamington, who served as Governor of Queensland from 1896 to 1901, although it might have been named for his wife, Lady Lamington. One account claims the dessert resembled the homburg hats that he favoured.