Cole was "devastated" after England's World Cup campaign came to and end on Sunday but he now wants to turn his attention to where he will be playing next season after the end of his spell at Stamford Bridge.
Manchester United, Tottenham and Arsenal are among the clubs to have been linked with a move for Cole, albeit there are conflicting reports over whether United do indeed want him, and the 28-year-old will make a decision over his future after a two-week holiday.
He said: "I want to get my future sorted as quickly as possible.
"My season for Chelsea wasn't great for what I believe were political reasons rather than footballing reasons.
"Carlo Ancelotti, I love him, I've got big respect for him. I don't want to go on into it now. It isn't the time.
"It is not financial and it is nothing to do with Carlo. I love Carlo. I think he is a top guy and a top manager.
"I loved my time at Chelsea, I love the fans but it is a story for another day and I will tell it but now is not the time."
Cole added: "I want to have a couple of weeks off, want to sort my future out as soon as possible, go on holiday with my family.
"Next season I want to have a fantastic season for England and whatever club I am out.
"The next contract I sign will be a footballing decision. I want to play in a more central position.
"I want a manager who has faith in me and I'm talking about club football here.
"It is a big decision for me and my family but I'm open to anything at the moment.
"I have purposely not spoken to anyone while I've been here because that wouldn't be fair on England.
"My phone has been turned off but now I want to sort it all out."