But now he's ready to do his all for Chelsea. Cole said "First and foremost, the challenge is to get into the side when you come to a club like this. I'm ready for that and will always give 100%, whether it's a friendly, the League Cup or the Champions League. I'll give it my all and I'm looking to learn off the players here."
In particular though, he's looking forward to playing against the cream of Europe: "It's horrible when you meet up with England and the lads are all talking about the Champions League and this player and that player.
"You do feel a bit left out. I want to test myself against the best players.''
When questioned about the amount of clubs linked with him, Joe replied "It was very disturbing at times, being linked to so many clubs, but I just knuckled down and got my work done. I'm ready to play as soon as the manager calls me in.
"I talked to Claudio and that was the final thing for me really. He didn't have to sell the club to me but he seemed a good, honest and upstanding man. That's all you can ask for in a manager and I'm looking forward to working for him.''
Cole also spoke of his time at Chelsea as a youngster: "I can remember playing for Chelsea and really enjoying it. I went to see a lot of clubs but settled at West Ham as I felt most comfortable there and had a lot of friends.
"Now my career has come full turn and I'm back at Chelsea and looking forward to the challenge.''
He certainly does face a challenge, with Juan Veron, Lamps, Manu Petit, Stanic and Geremi all looking for a place in the middle of the park. But when Claudio Ranieri describes you as "The new Gianfranco", you've certainly got a good chance of playing!!