Cole is not the first woman whose footballer partner cheated on her. This year, it seems that half the England team have been on the front pages for the same thing. Why is what happened to her so common in the football world?
"Mmm," she mutters.
"Yet all the other women have stayed with their footballers," I persist.
And now she really is upset – whether it's with me, or my wording, or everything we're talking about, I don't know. "I don't feel it happened to me. I hate that. 'It happened to you.' I just hate it. It didn't happen to me. It's someone else's actions. The malaria happened to me. I just hate it. Hate it. Hate the whole ****ing thing." It's the only time in our conversation that she swears. She gulps, and chokes back a tear. "Hate this year."
"Sorry," I say, pathetically.
"It's all right, there's a new one coming." She smiles, and recovers her calm. Look, she says, the fact that Ashley Cole is a footballer isn't relevant. "It doesn't matter what occupation they've got. When your heart is breaking, your heart's breaking – it makes no difference what either of you do." She returns to the partners who have stayed with their straying footballers. "You can't judge somebody on their decision, because that's up to them. Just for me personally, that was my choice."
Cole, now 27, always wanted to be a successful singer. Not famous, she stresses, just successful. She grew up on a rough council estate in Newcastle. So many kids drank and took drugs and ruined themselves before they'd even embarked on adulthood. Her parents separated when she was 11, she was suspended from school twice (for fighting, and for swearing) and her brother was in regular trouble with the law. But there was always something special about young Cheryl – she won Boots' bonniest baby competition, was named World Star Of Future Modelling at the age of six and appeared in TV commercials for British Gas.
When she made her first appearance on Popstars: The Rivals, the show that created Girls Aloud, she looked like a pretty little street fighter. She had crooked teeth, a bit of a belly, and was at home in her tracky bottoms. I ask if she's seen the oft-repeated TV show documenting her transformation from "chav" to "people's princess". She smiles. "I still am very street – I just have nicer clothes. I'm not ashamed of that. I love that. You know what, a lot of people that don't have that are worse off because they're not street-smart." How did she become the people's princess? "I have no idea. I find it all a bit… weird."
Of course, she says, she was different when she won – back then, she was a teenager; now, she's a woman. Has her character changed? "No, I was the same as I am now. I might have chilled out a bit and grown up a lot." Was she angry then? "I definitely had teenage syndrome."
And some. Just after winning Popstars: The Rivals, she almost killed her embryonic career. In January 2003, Cole got involved in a fight with a nightclub toilet attendant and was charged with racially aggravated assault and assault occasioning actual bodily harm. The prosecution said she was "high on fame" while the judge described the attack as "an unpleasant piece of drunken violence". Cole pleaded self-defence. The jury cleared her of the racist element, but found her guilty of assault occasioning actual bodily harm. She was ordered to pay £500 to her victim, £3,000 in prosecution costs and sentenced to 120 hours' community service.
Did getting into trouble back then strengthen her in the long run? "Yes, 100%. It wasn't just a little bit of trouble, it was a big thing."
With the media storm, did she think, "God, my career's over"?
"No, my career hadn't really started. It was a few weeks in, and I actually thought, 'This is the real ugly side to fame.' People say the street and whatever, but the beauty of the street is that people are really loyal and honest. Brutally so. And this was my first experience with the opposite."
Did she think that if she'd been at home, nothing would have been made of it? "Nothing would have been made of it. That's how you're bought up – to stick up for yourself."
This mix of the hard and soft is one of the most fascinating things about Cole. Often, depending on the context, she is described as one or the other. One day she might be the stoic saint coping with marital adversity or the Mother Teresa of The X Factor, smiling beatifically as her kids perform for her; the next she might be the hard-nosed b*tch who lip-syncs her way through a "live" TV performance while her X Factor wannabes have to do it for real, and who is happy to advertise L'Oréal shampoo while wearing hair extensions.
Both versions, she says, are a caricature. "I'm not saintly at all. I do have a toughness. That's what's embedded in us, to be tough."
Can she live a normal life when she goes home? She laughs. "I can act normally, and I can go out, but people around you don't act normally. If it was normal, I'd go out and have my dinner and nobody would be video-phoning me eating my dinner."
Has she heard that young girls have started stapling their cheeks together to recreate her dimples? She looks as if she could be sick. "Yeah, I heard. Oh God. What on Earth am I'm supposed to say about that?"
Don't do it?
"Yes. Don't. It's funny, because having dimples is something I always struggled with growing up."
It's late afternoon. The dressing room is dimly lit and largely empty – no photos, no good luck cards, just huge tubs of Butterkist popcorn and bottled water, Diet Coke, a cigarette packet and a box of matches. She gives Blue a quick cuddle, stuffs some Butterkist in her mouth and I ask a series of random questions.
"If Simon got down on his knees tomorrow and said, 'Marry me, baby,' what would you say to him?"
"What's the punchline?"
"There are rumours that you have fallen out recently."
"I don't know where these came from. If anything, we're the closest we've ever been."
"He's helped you when you've been down?"
"Why has everything got to be gloom and doom? We have funny conversations. He checks I'm OK, he reads me really, really well. I can't hide anything from him."
"Why did you hire a group of singing dwarves for his birthday present?"
"That was great, wasn't it?" She laughs. "What d'you get Simon Cowell for his birthday? Singing musical dwarves! You want some popcorn?"
"How will your beloved Newcastle be affected by the Tory cuts?"
"I was brought up Labour and it is pretty **** times. But I also think pop music helps that. And that's what I'm going to focus on – being a pop star. I'm not a politician."
"The perfect politician's answer," I say. "But you are still Labour in your heart?"
"Yes, absolutely."
She stands up to wash her hands. "Sorry, I'm all sticky." For the first time I notice how tiny and slight she is – skinny legs, virtually no bottom and a giant tattoo across her lower back.
"What is that tattoo?" I shout a little too loudly.
"It's just times in my life, I suppose. More specific times when you felt certain things or whatever…"
How many tattoos has she got?
"Three."
Which is her favourite?
"I like the one on my hand, the little one. Just an abstract thing… it's cold in here." She seems to have forgotten two of her other tattoos – one on her bottom and the other on the back of her neck saying Mrs Cole.
Does she want to get rid of any of her tattoos?
"No… I'm not ashamed of anything. I've got nothing to rub away."
There have been stories of yet another tattoo, dedicated to the dancer Derek Hough. Soon after she and Ashley Cole separated, the rumour mill went into overdrive – Hough was her new boyfriend, Hough was a cover for her new boyfriend.
I ask if she really is going out with him. She replies with a fabulous evasion. "I know one thing for sure. I have spoken about everything that's been written about just to put everything to bed, close the door on this year, close the door on this chapter of my life, and start afresh. And from now on in I will never talk about my personal life again."
What is it she most wanted to say?
"Not want to say. I had to say. I just wanted to say, right, this is from the horse's mouth. And then I can move on, and try to have as much sanity and normality as possible."
Outside the studio, there are paparazzi perched on their ladders trying to peer in. Is she aware of them? "Yes, it's sick. You know the worst thing is, when I was in intensive care, they were outside the hospital. There's people in that hospital dying, there are families going up there to sit with people for the last hours of their lives and there are 30 photographers outside."
Perhaps it's impossible to reconcile such a high-profile career with a desire for privacy. Does she ever think, "Sod this for a game of soldiers, I'm getting out?"
"Yeah, I've thought that a few times, but I'm not going to let them ruin my dreams. I want to make music."
I do think she is being sincere, and that she does want to get stuff off her chest. Yet I'm equally aware that she is promoting a new album, which focuses on the breakdown of a relationship. For what it's worth, there is certainly no sign of a boyfriend. My feeling is she's still trying to get her life back together.
I tell her about a 10-year-old girl who insists on calling her Cheryl Tweedy because it is empowering and Tweedy is her true name. No, she says, she's staying as Cole, and that's the truly empowering thing to do. "I don't feel sentimental about the name. If I went back to being Cheryl Tweedy, I'd be… I'm not ashamed of my marriage, it's a period in my life. And I am Cheryl Cole. That's how I feel." Cheryl Tweedy is who she was as a little girl, she says, and that's a lifetime away. And Cheryl Cole is who she's been most successful as, and Cheryl Cole sounds a cool name, and Cheryl Cole is a great brand. Why shouldn't she keep hold of the positives from her marriage?
If she's sticking as Cheryl Cole, does she think that one day she might get back together with Ashley? This time she opens her mouth and it just stays open in shock or maybe horror. "We've been divorced. That's a pretty big ending. Maybe we can be friends… one day."
Does she think he regrets lousing up their marriage? "I can't speak for him. You'll have to ask him that." Then she grins. "Maybe ring his publicist."
• Cheryl Cole's second solo album, Messy Little Raindrops, is released on 1 November.
guardian.co.uk