The 48-year-old, who has been close to her pal for 30 years, said the former groupmates have been sending supportive messages round the clock to the singer in her hour of need.
And Melanie insisted she only wants to protect Geri and added they would do anything to help her, after it emerged Red Bull boss Horner allegedly sent texts to a female worker at the Formula One firm.
He vehemently denies any wrongdoing and praised Geri, 51, for her "phenomenal support".
Speaking in an exclusive interview, Melanie said: "Oh God, we are all so supportive of each other, we would literally take a bullet for each other.
TOUGH
"Between the four of us we've all been messaging her, I sent a message to her earlier. I just feel for her, and... oh my God. I just feel sad.
"But she knows she has us four that are with her. Because I don't really know the ins and outs, all I see is, "That's my friend and I know what she's going through is really tough.
"All you can do is be there, just like the girls have been there for me, all I can do is be there for Geri.
"But it is horrible to see your friend going through something, something you don't quite know what it is, but that's your friend and you want to protect her, no matter what.
"What us five have been through in the 30 years we've known each other, that's a solid bond.
"I remember when I was getting my first divorce, and my then-husband wouldn't move out of my house.
"I called the girls first. I think it was Mel who said to me, 'Get your baby and come stay with me, and Emma had the house opposite, and I was just protected by my girls. That was it. That is our friendship."
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