The Girls Aloud star was coy about the relationship in the interview with Ross, to be aired tonight (September 8) on ITV1.
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The host, commenting that Cole looked "pretty happy" and "in quite a relaxed place", went on to ask: "Why is that? Is there someone new in your life?"
Initially, Cheryl joked: "It's you, Jonathan. You're making me feel very comfortable and relaxed."
"Are you single at the moment?" Ross pressed, but Cole diverted him with the comment: "Single? I have a single out right now."
"Have you got a boyfriend?" an audience member then shouted out, with Cole replying: "I am having a lot of fun right now and I'm a very happy person."
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Cole also discussed her recent minor car crash with will.i.am, which left her with her arm in a sling.
"I'm actually absolutely fine," she said of the accident. "Will has a neck brace on but he's also fine."
Asked what she had said to her driving companion, she explained: "I said to Will, 'Well, that was a f**king stupid thing to do'."
When Ross queried whether Cole would let her drive him home again, she quickly responded: "No. Never."
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© Rex Features
The full interview will be aired on The Jonathan Ross Show tonight (September 8) on ITV1 at 9.55pm.
Watch Cheryl Cole's video for 'Under the Sun' below:
