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The Sky1 show, which is set in Wales, stars Jones as a mother facing problems with life, love and her neighbours.
Corden has now filmed some scenes for the programme, The Sun reports.
He has previously worked with Jones on shows such as Fat Friends and Gavin & Stacey.
David Peet, who is married to Jones and is co-writing Stella, said: "James kindly agreed to do it. Both of them have their own projects but they hooked up for the day."
Stella is due to air in January on Sky1.
> James Corden 'has discussed more Gavin & Stacey'
Watch a Sky1 comedy showreel, featuring clips of Stella, below:
