Cowell, 55, who is co-judging the singing reality show, said it would be the perfect ending before the group goes for their extended break, reported Daily Mirror.
"I would like their last performance before their break to be the 'X Factor' final, 100 per cent. I think they will come on the final of 'X Factor' this year."
The boy-band will be going on a break next year, but have insisted they will not be splitting.
"With Zayn, I think he has got to put a sense of perspective back in his life. You had a really great opportunity, you decided for whatever reason that you didn't want to do it anymore... I haven't spoken to him recently."
Cowell said how he would never let Malik, 22, compete with the rest of the band.
"Once the decision was made that he was going to leave the group, we always said 'we would never have him compete with us or them', we found a home for him within Sony.