The 'Call My Name' singer urged the unknown individual not to "kill yourself with regret" and stressed the importance of becoming empowered by "mistakes in your life".
"I won't @ U but i have been reading your tweets and they are heartbreaking," Cole wrote. "I want to tell you this.
"You have to/NEED to make Mistakes in your life in order to learn/grow/change and gain strength. #thatislife don't kill yourself with regret...You'll get there !!"
Cole recently opened up about her abusive relationship with a 'junkie' as a teenager, which became the inspiration for A Million Lights track 'Craziest Things'.
"We swore, we fought, we did everything it says in that song," she said. "People think it's passionate and fun, but it's aggressive and wrong.
"I was depressed and poorly. I had to end it for my health."
Reflecting last month on her dramatic life, Cole noted that she has both "dined with Prince Charles [and] sat in a crack den".
Watch Cheryl Cole chat with Digital Spy below: