The best friends became the show's first ever double presenting team when they took over from Dermot O'Leary earlier this year.
Speaking on ITV's Lorraine today, Caroline said: "Oh absolutely [we would come back]! I mean, we don't know yet. Do you know what? I just want to finish on a high. That's what we want to do. We've got this weekend to really finish on that high note and finish going, 'we did the best job we could' and that's the aim at the minute."
She also touched on Olly's live blunder when he accidentally told Monica Michael she was going home after miscounting the judges' votes. "Bless him. How many times did he apologise? I actually had lunch with Dermot the other day and he was just like, 'I really felt for him' because we all know what happens, these things do happen."
Caroline also said the X Factor experience had brought her and Olly closer.
"We've always got on really well, but for some reason I didn't think it was possible to get any closer. But this series we've become so close, we've kind of had to stick by each other and we are just friends but there's this innate understanding between us which I've never had with anyone."