The former England international joined the Blues from West Ham in 2003 and went on to play seven seasons with the club, winning three Premier League titles and three FA Cups.
However, he moved from Chelsea to Liverpool for free after the 2009-10 season and suffered through injuries and drops in form, as his career went downhill from there.
Cole would start just nine game for the Reds, with a loan move to Lille mixed in, before heading back to West Ham. He went on to join Aston Villa, Coventry City of League One, and then made the jump to the Tampa Bay Rowdies in 2016.
But his experience in the second division of the U.S. has been so favorable, Cole regrets not making the move earlier.
“I’m still loving playing and it’s a great lifestyle out there,” Cole told Chelsea's official website of his time in Tampa . “It was a really good decision and I wish I’d gone when I left Chelsea.
“Once I’d done my knee I couldn’t really keep myself fit for any length of time, apart from when I played in France for a season, and with hindsight I should have done it then.”
The 36-year-old Cole has scored 16 times in his two years with the Rowdies, playing first in the NASL and then in the USL, which features another old Chelsea great, Didier Drogba.
And while Drogba, who plays for Phoenix Rising, has already announced this season will be his last , Cole is looking at different things to do for when his playing career is done.
“I’m at Tampa Bay Rowdies for another season, I’m doing a bit of punditry and also doing my coaching badges, so I’m keeping my options open for the next stage of my career,” Cole said.
He added: “I’m enjoying the punditry as well, it helps you analyse your game and you’re sitting with good, experienced people and picking their brains all the time.”
Cole and the Rowdies kick off their season March 17 against North Carolina FC.