The 'Call My Name' singer will promote her new album A Million Lights at the venue on Saturday, June 16, reports The Sun.
The gig will be held two days before the release of the album, which comes out on June 18.
Cole will reportedly perform a collection of new tracks from the LP for the first time at the gig.
Girls Aloud's first ever gig was held at the London nightclub nearly 10 years ago, but Cole has not yet returned as a solo artist.
Cole performed a duet with Gary Barlow at The Queen's Diamond Jubilee Concert on Monday.
Watch Cheryl Cole and Gary Barlow's Diamond Jubilee Concert performance below: