The 'If It Makes You Happy' hitmaker was a backing singer on the late star's 'Bad' concert series between 1987 and 1989 and it was a star-studded stint she'll never forget.
She said: "That tour was a surreal experience.
"I had only been in LA for six months and then the next thing I knew I was opening on a world tour in front of 75,000 people in Yokohama Stadium in Japan.
"When we started the European leg, we opened in Rome and Elizabeth Taylor was there with Sophia Loren and Liza Minnelli.
"These were his friends and I'm a country bumpkin who had only seen these people on TV. Every single thing about that tour for me was new, from getting a passport and leaving my own country to travelling all over the world and staying in first-class hotels."
But one of the oddest aspects about the tour for Sheryl was the presence of Michael's pet chimp Bubbles.
She added to Q magazine: "I don't really know what Bubbles; travel arrangements were, he would just show up at certain places.
"He eventually got sent home because he was at a point where he was too big to be safe.
"I mean, a chimpanzee can hurl a piano across the room. They're strong.
"Michael used to get a ballpoint pen and poke him in the chest to get him to settle down. The whole thing was crazy but an amazing experience."
The 57-year-old singer particularly enjoyed a private trip to Disneyland while on the tour.
She said: "One of my fondest memories was Michael renting out Disneyland.
"We went after the park was closed at 10 at night and rode all the rides until four in the morning.
"That was pretty crazy, that's living the rock star life."
