The singer is recording a track written by the US artist for her forthcoming album A Million Lights, and said that she noticed her before she became an international star.
"I noticed Lana about a year ago," Cheryl told Capital FM. "I was hearing these songs that were really fresh to my ear and amazing and I asked the guy who she was and he said, 'Watch out for her, it's a girl called Lana Del Rey'."
Speaking about the Del Rey-penned track, Cheryl explained: "It all happened really organically just like that. And then 'Video Games' came out and I fell in love with her as an artist as well, so yeah, she's super talented."
Cheryl will release 'Call My Name' as the lead single from her new album on June 10. The track was written and produced by Calvin Harris.
A Million Lights will follow a week later on June 18.
Listen to Cheryl Cole's 'Call My Name' below: