According to the Daily Mirror, Cole has hired Tracy Anderson, previously trainer to Gwyneth Paltrow, Jennifer Aniston and Madonna.
A source said: "Cheryl works out anyway but she knows that LA celebrities have a completely different health and fitness ethos.
"A few weeks back, Cheryl arranged to take lessons with Tracy after Derek Hough introduced them. She wants to make sure she's fighting fit and ready for the US X Factor - and the American audiences - and she wanted the best in the business for it."
Anderson, who was reportedly fired by Madonna for having too many personal issues, is famed for her intense Pilates-style workouts.
In January, Anderson claimed to have not heard of Cole, saying "I don't know who she is.
"I don't watch TV. Wait, is she dating Derek Hough? I trained his sister Julianne and we were on a TV show. He was telling me, 'My girlfriend really wants to meet you. She wants to train and do the method.' That's where I first heard her name."