Writing in her weekly OK! magazine column, Kimberley said: "It's weird when you've got close friends that are missing.
"Cheryl tried so hard to make it possible to come but she's so busy at the moment with work. She has booked two weeks off around the time the baby's due so she can be around."
Kimberley celebrated the baby shower at Nether Winchendon House, near Aylesbury in Buckinghamshire, with bandmate Nicola Roberts and friend, Strictly winner Kara Tointon.
Although Kimberley said she was missed, Cheryl's absence didn't spoil the day. She described it as "overwhelming", and said it "hit home" that she only has a month left before she welcomes her first baby with partner Justin Scott, reports entertainment.ie.
"I'm excited about meeting my baby - I'd like Justin to film the birth," she said. "He says he's excited to come home to me and the baby. It looks like a big baby - I'm not expecting a small one."
She added: "It's such a special thing and I think I'd like to be able to see it myself. But I don't know if, in that moment, Justin will have the composure to do it - and I wouldn't want to take away from his experience of watching it," reports OK!.
Meanwhile, it seems there could be a mini celebrity feud brewing between Cheryl and her other former bandmate Sarah Harding - after Sarah blasted the newlywed's bottom tattoo as "ridiculous".
We're sure they'll kiss and make up before you know it.
Don't miss Cheryl's gorgeous red carpet looks below: