The 'Under The Sun' singer wants to put on a spectacular show for audiences, but some of the stunts mean it will cost a huge amount to insure, reported Sun Online.
"Cheryl wants to put on a real Cirque du Soleil-style show and blow away her audience. She's exchanged ideas with choreographers and is keen to push herself to the limit.
"Trouble is, that comes at a cost. The more dangerous the stunts, the more she will need to pay in insurance. If she gets injured the whole tour is put in jeopardy," a source said.
The show is expected to see the singer fly on zipwires through the air and act out fight scenes during her performances.
Earlier this year Cole gave an idea of what fans can expect when she swan-dived into her dancers during her performance of single 'Call My Name' on 'The Voice'.
The 'A Million Lights' tour kicks off on Wednesday at the Odyssey Arena in Belfast, Northern Ireland.