The Chelsea left-back, who wins his 98th cap against Italy this Sunday, is aiming for Euro 2012 glory this summer and is hoping to make it his third trophy this year
The Chelsea full-back, who will win his 98th cap against Italy on Sunday, has won the FA Cup and Champions League already this season and he is now hoping to make it a third trophy this year with England.
"It is unfinished business," Cole told BBC Radio 5Live. “You play for your country and it is amazing to do that. But you play to win.
"I have never had the joy of winning [a tournament] with my country. I am not getting too ahead of myself or the team but so far it is going well.
"We have a tough game on Sunday but dreams come true and hopefully this can be one of mine.”
It is rare for the 31-year-old to talk candidly to the press, who he believes have published a number of negative stories about him down the years. But Cole has admitted that he does have regrets about his career, although he believes it is all part of football.
He added: "I would say there are [regrets]. But there is nothing I can do about them now. That's over.
"Footballers are not like any different person. Everyone makes mistakes and everyone learns from them.
"That is what football is about as well.
The left-back also had much admiration for team-mate John Terry who has had his fair share to deal with off of the pitch too.
He continued: "[Terry] has been a great servant for Chelsea.
"Whatever has gone on in his life, he has put to the back of his mind and done his job in a great professional way.
"He is someone who would put his body on the line for any team and any player he plays with. He is a joy to play with."
Cole has so far had an excellent career, and, despite his controversial move from Arsenal to Chelsea in 2006, is delighted to have achieved what he has.
He said: "I wouldn't have believed it if someone had told me when I was a 16-year-old coming through the Arsenal youth team.
"When you are growing up, you want to win caps and play as many games as you can for your country. I have been lucky enough to play 97 times and, you never know, hopefully get to 100 in the final.
"It is what little kids' dreams are made of. If you put your mind to it you can do anything. It was hard for me growing up with my mum and brother but I always had my family behind me to do what I enjoy.
"I just loved football, being outside with my mates and getting really muddy, dirty and smelly. At 16, when you are in the youth team of any club, you watch the first team and you want to emulate that and be those players.
"I am so lucky to have had the career I have had and play with so many amazing players."