It had the desired effect. "Just by making that little comment you could see all the lads looking and thinking, 'Right, we'll show you'," Cole adds. "And then we went out."
The 23-year-old knows better than most the unique pressures of playing for the world's biggest-spending club. When we met a year ago, just before the start of the last Premiership season, he spoke about the arrival of Mourinho, Chelsea's new manager, and was confident about his prospects of playing for him. The season brought its ups and downs, with Cole finally emerging to play the best football of his career and become an integral part of the team for both club and country.
But Mourinho does not stand still. In the summer he bought Shaun Wright-Phillips from Manchester City for £21m, adding to the competition Cole faces. With Damien Duff and Arjen Robben recovered from injury, the task to convince his manager that he should be in the starting XI is, once more, a stiff one.
Cole is philosophical. "There's little point worrying about who they bring in," he says. "They are going to be brilliant, they are going to be top class. That's always going to happen at Chelsea. Yes, I did keep my eye on the newspapers but I always felt that, whoever they brought in, then I'm more than capable of keeping my place."
When his team reported back, there was a word of congratulation from Mourinho for last term's achievements - achievements, the recollection of which, still prick Cole with emotion. "He said 'we're champions. This is why we are champions, and this is what we have to do again'. Very clinical. He said the only thing that can stop us is ourselves. That as long as we kept certain qualities, and he listed the qualities we needed, he said we would do it again. So we are ready to go."
Even though the statement comes from the softly spoken Cole, it sends a shudder down the spine. The rest of the Premiership should be afraid. Very afraid. "We're hungry. We want to do more," Cole continues. "He [Mourinho] wants more. He wants eight titles like Sir Alex Ferguson. Jose wants that and there's a good understanding right through the club - from the squad, Jose, Roman [Abramovich, the owner]. We're hungry for success. No complacency."
As if to prove the point, Mourinho has continued with the double training sessions, even into last week, that he introduced on his arrival last summer.
Complacency is something that Cole could never be accused of. His conversation is peppered with phrases such as "I need to take my game to the next level" and "I'm still learning" and "I won't be happy until I'm a nailed-on regular at Chelsea". His desire to succeed is intense. As has been the scrutiny on him ever since he burst on to the scene as a 16-year-old of immense natural talent at West Ham.
It has been hard. "Right from being a young lad I've had a lot of criticism," Cole says. "And praise as well. But there was too much of both. As a young player you want it to be steady. Most come into the game and say 'I'll do my job here, do what I have to do' and they're free. I was going into games thinking 'I have to be fantastic as people think I'm the new... whatever. The next best thing'. And that was wrong. You can sink or swim with that kind of attitude. I know my family are very proud of me and the way I dealt with everything. It was up and down to achieve what I have achieved. But it's just a work in progress.
"I always thought with my ability I would be playing at the top level. But this is the very top level and it's only down to application and attitude and everything that I'm where I'm now. I can't think of another player who's gone through the same. I know Wayne Rooney had it. But not the same. He came into the Everton team and he scored a great goal against Arsenal and made a fantastic start and he had confidence after that. As a young lad you are always questioning in your mind, 'Can I take it to the next level'. You are confident but I never had the luxury of bedding myself in at a club. It has taken me time to get to where I need to go. But I'm in the right direction."
To thank his family for their support there was a holiday this summer in Barbados. A "good break," he says, "16 of us for 10 days". And an opportunity to re-charge - mentally as well as physically - with five weeks off, the longest he has had for years. "It's intense," he says of playing for Chelsea. "High-pressure games. It's a different world to when I was playing at West Ham. It's not just the games. It's the travelling, knowing you have to win. You know that if you don't then three days later you are still going to be getting stick. The media attention is amazing."
Cole, now in his third season at Chelsea since his £6.6m transfer in the first flush of Abramovich's cash, declares that he made a "huge step" last season under Mourinho.
At times it has been bruising. Such as when Cole was openly rebuked by his manager for his lack of defensive discipline after scoring the winning goal at Stamford Bridge against Liverpool in October. "He talked to me," Cole says, recalling the episode. "It was very brief, as there were only one or two things that needed to be put right. I know managers play a lot of psychological games and maybe there was something along those lines in it.
"He is very clever, and everything he says is premeditated and thought about, and the repercussions are thought about. It wasn't just meant for me it was meant for everyone. Including you guys [the media]. It's lucky I've got a thick skin."
Cole has got to know Mourinho well over the past year - "he's different behind the scenes than he is in front of the cameras, but then most people are" - but then cuts short a description of his manager because, he says, he is "gushing".
But Cole does say: "He really is a nice guy as well as a world-class coach. You see youth team players complaining about their managers, and how they constantly have a go, but I tell them they have to separate it out. They're only trying to improve them as players and help the team."
The improvements in Cole's game have indeed been dramatic. The flaws - that perceived lack of team discipline, that over-eagerness to please - have disappeared without the individuality, the creativity, the energy, the peerless trickery going with them. It has helped that he has played, regularly, with 46 Chelsea appearances last season, including 18 consecutive starts, and settled on a position. "That was a change," Cole says. "I was on the right and played some great games there, in the Champions' League, against some fantastic full-backs."
The importance of those matches in particular, especially his superb performance away to Bayern Munich, should not be underestimated. "He [Mourinho] believes in me as a player now and will have no qualms about putting me in for the biggest games," Cole says. "Because that was always a question mark against me, that I had not played properly in the Champions' League. I've done that now and I've excelled."
Cole had begun the season in what he probably still regards as his best role - in the centre, just behind the strikers, the classic No 10. Mourinho, he told The Independent a year ago, "is the first manager who has come in and played me in my right position... his style of play can really make me flourish. It is all I ever wanted."
However, Cole's dream role did not last long, with Mourinho switching formations, partly because he "probably came in with an idea and had to adjust it", once his wingers, Duff and Robben, returned. "They were fantastic and it made it difficult for me to get into the side," Cole says.
He, too, had to adapt. "As long as I play where I can get on the ball in the last third then it doesn't matter - left, right, centre - that's the important thing," Cole says now. "That I get the ball and get one-on-one with the full-backs or get facing the two centre-backs for the final pass or dribble."
All four of Chelsea's wide men are fit for tomorrow's match away to newly promoted Wigan Athletic. "He [Mourinho] will pick two from four and they are going to have to play well," Cole says. "You get your chance, whenever it may be. It could be the start of the season, it could be three weeks in. You just have to come in and perform. For that you have to be mentally prepared and that's where the choice comes in. You either dig in and do it the right way or do it the wrong way. It's your choice."
Cole has clearly made his. "There will be more improvements," he says of what to expect from him. "But if someone said to me they could give me a magic pill and instantly make me the best player in the world then I would not take it. I get pleasure out of achieving things. I don't play for money. I don't play for adulation and the whole thing to do with being a footballer. I just play to see what I can achieve. If I've done my job and done it well - that's where I get my satisfaction."
It is not, always, enjoyable. "Sometimes it is," Cole says. "Some players at other clubs you look at and they just enjoy it because they go through the motions and simply enjoy being the footballer. For me I don't always enjoy it as much as I should. Don't get me wrong, I love it. But at a club like Chelsea it's always a fight. No one's in a comfort zone. It's a fight but the best moment in my life was winning the League. You grind it out and work hard for the bigger rewards rather than just plugging away every day and being the footballer and stuff. This is hard graft if you do it properly."
There is no other way under Jose. The manager also, constantly, drills into the players that the team is everything. "There are no superstars at Chelsea," Cole says. "It's all about the team - that comes from the boss and what he's installed in us mentally to be winners. And it starts with the training. Talking to the Manchester United players with England they say that Alex Ferguson and Roy Keane make sure that, every day, the training is spot on. And that's how ours is now."
For example, one Chelsea exercise involves playing a game "and when you score a goal everyone from your team has to be in the attacking half of the pitch, otherwise it doesn't count," Cole says. The standard is "phenomenally" high. When at West Ham he noticed the "step up" when he was called into the England squad. Under Claudio Ranieri training at Chelsea was still not on a par with England. Now it, at the very least, is "equally as amazing".
With England, who play Denmark in a friendly in Copenhagen on Wednesday, there is also now sense of belonging. "It's been a long time coming," Cole admits. "I've been in and around the squad but now I've started the last four games. It's my shirt and I've always said that once I get that I will not let it go. It's now down to me. I've just got to keep playing well and England have to keep winning. He [Sven Goran Eriksson] is happy how I'm playing and has said some nice things. I've taken everything on board and I don't think I can be left out for the next game."
There is, Cole says, a palpable excitement about England's prospects next summer. "We have a chance. That's it," Cole adds although he admits that 9 July, the date of the World Cup final, is a date he is aware of. "It's in my head," Cole says. "But day-dreaming about the World Cup all the time and I won't be playing for Chelsea, that's for sure."
Even so Eriksson recently named Cole, who he plays on the left of midfield, as one of the six "core" England players. "The objective is to get into that core for Chelsea. That's what I have to improve on from last year," he quickly replies.
There is an image in his mind's eye. It is of a photograph of Marcel Desailly, the former Chelsea and France defender. "I saw this fantastic picture of him," Cole says. "It was taken in the lounge of the hotel where the French team were staying after the final in 98. He had this big cigar and was holding the World Cup in his arms [Cole motions as if he is cradling a baby]. I would love that. Maybe not the cigar but the look of sheer happiness on his face. It just said 'I've done it'."
Turning points: Four games that shaped Cole's season
Crystal Palace 0 Chelsea 2 (24 August 2004)
In Cole's first League start under Mourinho he played in his favoured position behind the strikers.
'I knew that the team that started the first game of the season were not going to be the team that stayed in there. There were going to be changes of players and shapes. I remember the Crystal Palace game because it was my first start and came off the back of the Birmingham game where I had scored. I enjoyed playing in there. I will play anywhere to get in this team but I think that is my best position. But not many teams play like that now.'
Chelsea 1 Liverpool 0 (3 October 2004)
Cole came on as a substitute and scored the late, winning goal - only to be criticised by Mourinho in the post-match press conference for his lack of positional awareness.
'I was shocked. But he explained to me what he wanted me to do. Nobody likes criticism but it's something you have to take in. I took it on board and made sure the next time I went out there I didn't make the same mistakes. That's how you improve.'
Chelsea 2 Middlesbrough 0 (4 January 2005)
Cole started but was substituted after 62 minutes.
'The manager sometimes sits you down and explains things to you. He did it after we played Middlesbrough where he wanted me to keep the ball. He was impressed with one of my stats and he said "you have done really well here" and brought out the sheets to show me. I know he pays attention to that kind of thing and he will praise you when you need to be praised and he'll bring you down when you need to be brought down. He knows exactly what's doing at all time.'
Bayern Munich 3 Chelsea 2 (12 April 2005)
Cole started on the right of Chelsea's three-man attack and created both goals as part of a brilliant all-round Champions' League display.
'It was the sort of game I didn't enjoy so much as I was doing a lot of defensive work. But I wasn't getting frustrated. In that game I wasn't much on the ball. I was defending... I didn't feel I had to dribble past three players. It was a game which felt natural, it just fell into place. But I was so ex-hausted afterwards.'Reuse content