The winger scored his first goal for the Stamford Bridge side in a Europa League game in November and became the youngest ever player to appear in a competitive match for England last week.
"We have always talked to each other off the pitch, called each other, speak to each other, see how the other one is going and he has had a great season.
"Since I have been here with England, he has helped me from day one, always made me feel comfortable and confident.
"Having a friend like that is amazing, just to bring you into the team and help yourself and be yourself. It is amazing."
Jadon Sancho was on the pitch when Callum Hudson-Odoi made his England debut on Friday night (Getty)
Sancho, also 18, played for Watford and Manchester City as a youth and made his England debut at Wembley.
He has become a regular for Borussia Dortmund this season, scoring eight goals in 26 league appearances.
The pair have not changed their playing style since their younger days, Hudson-Odoi said.
He told reporters: "We have both been playing as we did on the street, that's just how we play. We have been playing as we did in the park and cages.
The young England teammates grew up playing football together in London (Reuters)
"We have that raw mentality just to go at defenders. Be confident, be yourself, don't be shy in front of anyone.
"That's great that we have the confidence and ability to do that."
PA
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