Coyle was one of the final four celebrities to take part in this year's series in aid of Stand Up To Cancer, alongside Anneka Rice, John Bishop and Ade Adepitan.
As she took on a series of baking challenges in the famous tent, host Matt Lucas asked her whether she had been affected by cancer and if she thought fundraising was important.
The singer said: "Absolutely, I have got a very close friend at the minute who is suffering from cancer.
"It's terrifying, you look at the statistics and the more research there is and the more money and funding there is to do that the better people's odds are."
Looking emotional, Coyle added: "You never know when the next big breakthrough is going to happen. And hopefully very soon."
Watch: Little Mix's Jade Thirlwall gets 'hot and bothered' over Paul Hollywood's eyes
Although she did not mention Girls Aloud co-star Harding by name, viewers were left in no doubt as to who she was referring to.
nadine talking about sarah 💔💔💔 god my heart is in bits, you can see the pain all over her face #gbbo
— katie (@Kaaaaatie_x) April 6, 2021
Nadine looked absolutely heartbroken talking about Sarah then #gbbo
— Luce (@luceletics) April 6, 2021
Harding, 39, told last August how she had been diagnosed with breast cancer and more recently has shared the devastating news that doctors have told her she will not see another Christmas.
She released a previously unheard solo track, Wear It Like A Crown, earlier this year. Recorded 10 years ago, Harding is donating the proceeds to the NHS centre where she has been receiving treatment.
The last episode of this series of The Great Celebrity Bake Off did not see many triumphs in the tent as Coyle lost most of her technical challenge bakes by dropping them on the floor, all of the celebrities struggled with their bakes in each round, and comedian Bishop managed to smash a mixer.
— British Bake Off (@BritishBakeOff) April 6, 2021
In an accident while trying to mix a cake batter, the glass bowl spun off the stand and smashed.
He joked: "They're just cooking but I like the danger, I like that element, 'Oh god, I could lose a finger doing this.'"
Rice was named the eventual winner of this week's 'star baker' title for her showstopper chocolate cake, which showed her in her Challenge Anneka days descending from a helicopter.
Watch: Sarah Harding releases solo fundraising single amid cancer battle