The Girls Aloud member, who finds cotton wool to be very unpleasant, will just not let it get anywhere near her.
"I went to the dentist the other day and he put it in my mouth and I felt violated for the whole day," the Sun quoted her as saying.
"I hate cotton wool. I never use it, not for taking my make-up off or anything. Just the feel of it...it squeaks. Urgh. I can't bear it," she added.
Alison Kerry, a spokesperson for the mental health charity Mind, said that there were many kinds of phobias brought on by fear.
"A phobia is an intense fear of an object or a situation, such as wasps or heights, that wouldn't normally worry other people," she said.
"It is an anxiety disorder and centres upon our natural reaction to fear.
"Phobias are extremely common, with recent estimates suggesting that there are 10 million sufferers in the UK.
"They can have a number of causes; some people can trace them back to their childhood and a certain frightening event, whilst in other cases they can result from long-term stress and anxiety," she added.
Cole, it turns out, is not the only celeb who has a phobia, included in the list is the queen of pop herself, Madonna, who is afraid of storms, and hides herself when there is a big thunderstorm.
Another celeb with a phobia is Dame Helen Mirren, who has a fear of talking on the phone.
Even Baywatch babe Pamela Anderson has been added to the celebrity phobia list, hers being a fear of mirrors.