Cole wed England soccer player Ashley Cole in 2006 but she filed for divorce in 2010 after allegations he had cheated on her.
Walsh has now detailed her friend's torment over the break-up in her upcoming memoir, A Whole Lot of History.
She writes, "I have such admiration for Cheryl for the way she dealt with her split from Ashley. She had to walk away. She was far too strong and proud to be treated so badly by someone who was supposed to love and protect her."
Revealing she consulted her bandmate before writing about the doomed marriage in her book, Walsh tells Britain's Hello! magazine, "I'm very protective of Cheryl and if she hadn't wanted me to address her split from Ashley I wouldn't have done. But she was quite happy for me to speak about it from my side. In fact, she encouraged it.
"All I could really do was be there for her, physically, 24 hours a day. I'd been through it with my sister, so I knew what someone's mental state is like when they've had that sort of shock and I didn't want her to be on her own.
"What was frustrating was that I couldn't understand why it had happened, so I couldn't say, 'Well, maybe it's because...' I couldn't help her in that way because I couldn't make sense of it either."
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