The 38-year-old had a hugely successful career on the pitch with both Arsenal and Chelsea, with his controversial move across London proving to be the correct decision to enjoy even more success.
"It was a tough decision to make at the time, but I was eager to get going. I’d played with Frank and Terry with England, Cole, Bridge and I liked that mentality. They had won the league back to back and I wanted to be part of it."
Cole joined the Blues on their trip to Japan, and he spoke to the official Chelsea website, taking a trip down memory lane to those historic Champions League runs: "Then there was the Champions League. We had come close so many times. I had lost in the final in my last game with Arsenal in 2006.
"With Chelsea, we had semi-final defeats, we had Moscow. It felt like it wasn’t going to happen. I still think about Moscow every day. I can’t imagine how JT feels, but I know him, and I know he’ll think about it every day.
"To be that close, go down to 10 men, grind it out to penalties and be one away from winning it… it would have been a great achievement.
"But then to do it, when a lot of us were coming towards the end of our careers, made it a little bit more special. We didn’t start that year well, the league had gone badly for us, but it made us all come together and we realised we could do it – it could be our last chance.
"It makes it better when you win it with friends and that was a close group."
He was loved by the fans at Stamford Bridge, and Cole finished off the interview with one final message.
"I loved it here. I loved being around those guys and I miss it. Chelsea always looked after me and it’s nice to be back. It’s a special club."