Jessica and Sheryl became friends after discovering they both had the same taste in break-up music.
The "Dukes of Hazzard" actress revealed: "I talked to Sheryl and I told her that her song, 'Are You Strong Enough To Be My Man?,' was my song!"
"And she goes, 'Honey, that's mine too. Next time I sing it, we'll do it together and I'll have you come up on stage with me!'"
She added: "As a woman who has some sort of power, you have to have a man that can take that. It's hard to find those men."
Jessica has also revealed she wept all the way through her sister Ashlee's debut performance in the musical "Chicago" in London.
She told the USA Today newspaper: "I cried and cried, because I had so much pride in that moment, watching my sister persevere and prove to everyone that they were so wrong."
"After everything she's gone through, with everyone thinking she's some phony, for her to get up there and sing and dance - to watch that talent and listen to her voice. It was great!"