The Spanish singer, who finished fifth in last year's competition, will release her solo record later this year, according to ITV's official website.
Lorenzo performed tracks including 'Angels', 'Love Ain't Here Anymore', 'Purple Rain' and 'Take My Breath Away' on the show.
Earlier this year, it was rumoured that she had signed a record deal with EMI/Virgin.
Fellow X Factor alumni Austin Drage and girlband Bad Lashes are also apparently still working in the music industry.
"Sophie, Sam, Stacey, and Emily [Bad Lashes] are still plugging away gigging up and down the country," according to a Where Are They Now? article on the show's website.
Meanwhile, Drage is apparently working with "the team behind N-Sync and The Backstreet Boys" on his debut record.