The 39-year-old singer revealed that she had a supernatural encounter with Sarah - who died aged 39 last September following a battle with breast cancer - when the band's song Hear Me Out started playing by itself in her car.
Speaking on the 5 Minutes On podcast, Cheryl said: "I was driving to Newcastle last year and for weeks I had been fiddling around with my car to try and get the Bluetooth working and I couldn't.
"I was so infuriated with it I gave up, I let it go for a couple of months.
"I got into my car and Hear Me Out was playing, my phone wasn't on, the music hadn't been fiddled with, nothing, I hadn't even plugged it in yet and Hear Me Out was playing through the Bluetooth.
"I laughed and then I cried. What did she name the book (autobiography) after? Hear Me Out, it was her thing."
Cheryl previously revealed that she and Sarah had discussed spirituality and Harding promised to visit her friend in spirit after her passing.
She said: "I think of myself as a spiritual person, and I guess Sarah does too. so there's been an honesty between us when we talk about what might be.
"I've always believed that the end of our life on planet Earth isn't the end of everything and that we go to an incredible place once it's over.
"We've also made a pact that if and when she's left us, she's going to come back and visit me.
"We haven't decided exactly what form she might take, or what sign she might give to let me know it's her, but I said I don't mind as long as she doesn't come when I'm on the loo."
ALSO READ: Girls Aloud singer Sarah Harding, 39, dies of cancer