The 26-year-old Girls Aloud pop singer is a judge for the British reality talent show "The X Factor" along with Simon Cowell. She asked the media to respect her privacy "during this difficult time" in a statement issued Tuesday by her publicist.
Ashley Cole plays left back for Chelsea and the England national team.
British media had speculated the marriage was in trouble after tabloids published front-page stories reportedly linking Ashley Cole to other women.
Cheryl Cole's song "Fight for This Love" was nominated for a 2010 Brit award.
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