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Reports linked the ex-Chelsea fullback with a move to America, but he surprised many by choosing to continue his career in Italy, signing a two-year deal in Italy.
The defender has now criticized those who claim he is motivated by money, urging fans to simply focus on their own team's affairs.
“B4 I signed at Roma people on here killing me about playing there,” the former England international wrote on Twitter, “saying it's for the money and easy life style, I choose to play in a more demanding place and team and people still feel the need to moan, how about you just worry about ur team and I'll worry about mine (sic).
"I'm talking about the MLS by the way."
Cole won the Premier League title, four FA Cups, one League Cup, the Champions League and the Europa League during his time at Chelsea.