The 17-year-old, who formed a close relationship with the judge during the show, reportedly said that the Girls Aloud singer is no longer "interested" in her.
The Daily Star quotes her as saying: "Cheryl hasn't been in touch at all. She is more interested in becoming famous in the States. I've been left high and dry. I thought we were mates."
Lloyd is currently touring the UK with the other X Factor contestants while Cole has been promoting herself in America.
A spokesman for Cole said: "The judges do not continue to mentor the contestants after the show. They all have their own management teams who look after them."