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The former The X Factor judge also gives Capital an update on her new album.
Cheryl Cole has described her recent trip to Afghanistan as a "lifetime experience". The singer spent three days with British troops at Camp Bastion in the country last month and she said her toughest challenge was taking part in a simulated gunfire exercise.
"They just said go and all of a sudden I was being shot at," she said, speaking exclusively to Capital's showbiz reporter Kevin Hughes. "It was pretending but it didn't feel like pretending let me tell you."
The singer also gave us an update on her album which she is currently recording in New York with Alex da Kid.
"The album is going amazing," she said. "I fell in love with New York on this trip, I didn't really get it before but I love it now."
Fellow Girls Aloud singer Kimberley Walsh, who joined her bandmate on a recent Manhatten shopping trip, is set to star in Shrek The Musical tonight (5th October) at London's Theatre Royal.
Although the star admitted feeling nervous ahead of the show she took comfort knowing that the other members of Girls Aloud will be there to support her.
"I'm glad the girls are going to be there, that's like my little comfort," Kimberley said. "I'll get them to sing something if it all goes wrong."