A fundamental relationship between coherence resonance (CR) and phase synchronization in a self-sustained system in the presence of noise is addressed. A Van der Pol system synchronized by external forcing is taken as an example. It is shown that, in breaking down synchronization, applied noise creates a new ordered motion whose coherence depends resonantly on its intensity, i.e., CR occurs. The same is true for both types of synchronization, via phase locking and via suppression: only the mechanisms of CR differ. The result is valid for any order n:m of synchronization.