In this note, we prove a recent conjecture of Amdeberhan, Andrews and Ballantine concerning a double Lambert series (\textit{J. Combin. Theory Series A} \textbf{221} (2026), Paper No. 106154). More precisely, they conjectured that \[ [q^{N2^a}] \sum_{m,k\geq 1} \frac{q^{mk2^a}}{(1+q^{k2^{a-1}})(1-q^{2m-1})} =σ_1(N), \] where $σ_1(N)$ is the sum of all the positive divisors of $N$. We provide two proofs of this conjecture. One of the approach leads us to derive a new representation of quasi-modular forms $E_2(q)$.