The Impossible singer, 35, won the 2012 series of Simon Cowell’s hit TV show which gives a platform to everyday members of the public looking to start a singing career.
Speaking on the podcast, The Red Carpet Treatment, Arthur said that Scherzinger, 45, still makes an effort to reach out to him anytime he is in Los Angeles.
US singer Scherzinger is best known as the lead singer of the Pussycat Dolls and has also released two solo studio albums – Killer Love and Big Fat Lie.
She was also among the stars that performed at the Coronation Concert in the grounds of Windsor Castle in May.
Arthur praised her as “a friend” and “really chilled out”.
“She has been really supportive of me, I guess – you know, when you go on these things, you would think these judges… maybe they have a bond and then they go off and don’t really keep in touch with some of the contestants that they work with,” he said.
“But Nicole has kept the same energy for the last 10 years with me.
“So anytime I’m in LA or anytime she’s in town, she makes an effort to reach out to me.”
Arthur also discussed his previous struggles with his mental health which had culminated in experiencing “full-blown panic attacks” that had him “convinced” he was dying when appearing on The X Factor.
“I’ve spoken about it a million times… but you know, ultimately, that led to me, like just getting to a point of like, live or die sort of situation,” he said.
“And I chose to live, chose to fight and find a way and talking about it really, you know, ultimately, it is the most important thing to do, as someone with a platform or someone that might be able to help some people.
“I feel a duty to be a part of that movement and just talk about mental health as much as possible.”
James Arthur’s episode of The Red Carpet Treatment, presented by Mastercard, is available to stream now.