Speaking to The Sun, the former Pussycat Doll revealed that after an awkward start, the pair eventually grew to understand each other.
"I think it took her a second to warm to me, because we didn't know each other," the 34-year-old admitted.
"When we got to sit down and share some wine together [we began to] talk and see each other as humans. [We told] each other about our backgrounds and stories and own lives [and then] we really related to one another.
"We're both fighters and survivors. We're tough cookies underneath it all. We just show it in different ways."
The 'Poison' singer added that she and Contostavlos used their individual strengths to help each other settle into their new roles; Scherzinger as a judge on the ITV show and Contostavlos as a solo artist.
"She told me she would show me the ropes with how to be raw and honest and I said I'd show her the ropes on how to be more confident on stage," Scherzinger said.
"She is used to being in a group on stage and she's used to two guys. Now she is a solo artist... and I've been through that. I feel like I can learn a lot from her and she can learn a lot from me."
The X Factor airs tonight (September 1) at 8.10pm on ITV1.