Cole, who made 384 appearances, grabbing 15 goals and 35 assists, was inducted into the Premier League hall of fame this year as he was commended for his services for Arsenal and Chelsea.
However, his career was not smooth sailing and after failed contract talks with Arsenal, he found himself looking for another club. Both Real Madrid and Barcelona showed interest, but eventually he joined the Blues.
Speaking this week, he revealed how close he came to joining Los Blancos before his marriage got in the way of his ambitions.
"I felt a bit underappreciated and undervalued. So that's where my head and heart was at. I was like, 'You've taken my love away' and it didn't need to be like that."
"From what I was told and heard, I was going to Real Madrid. I was having conversations with agents because at that point I could pre-sign for a team abroad. So, it was Madrid and kind of Barcelona. I don't know how deep it was." But personal developments changed his priorities.
"Things changed, I got married, and didn't actually want to leave the country in the end. Then, around a year and a half later, I remember sitting in my box with my agent and him calling me outside and going, 'You're never going to believe who this is, it's Chelsea.' So I was like, okay!"
Ultimately, Cole moved to Stamford Bridge in September 2006 in a £5M swap deal with William Gallas and quickly became a club legend under then manager Jose Mourinho.
Cole won the Premier League, four FA Cups, the Champions League and Europa League during an eight-year spell in which he made 337 appearances in a move that he will not regret.