The singer has been in a relationship with the Diversity dancer, but is said to have had an affair with The Risk's Derry Mensah, according to The Sun.
The pair reportedly began seeing each other during the X Factor tour in Cardiff in April.
A friend of Thirlwall's said: "She is devastated at the thought of her affair getting out - and how it will harm her image.
"She is in love with Sam and had invited him along to some of the X Factor tour dates, where he met all the gang backstage.
"She was seeing Sam when she slept with Derry. Jade and Sam have a good relationship built on trust because they are both busy people.
"But Jade was attracted to Derry and he knows how to woo the ladies. Despite his womanising reputation, she was drawn towards him like a magnet."
A spokesperson for Little Mix has said that the relationship began after the X Factor tour ended in May, but photographs have shown the pair kissing in April.
Little Mix are on course to enter the UK singles chart with their latest single 'DNA'. The group recently spoke of their concerns over fitness for their upcoming tour.