It sent a shiver down my spine when I saw my beloved Baggies had been linked with a move for Hammers hitman Cole on Sunday night.
The 27-year-old has been chased by Stoke City for the last few weeks - and they're welcome to him if they can lure him from the bright lights of London.
I'm sorry but I just don't understand how Cole is so highly rated, especially after bagging just five Premier League goals in 35 starts last season.
Speak to any West Ham fan and they'll tell you he blows cold more than hot on the pitch - and should make far better use of his 6ft 2ins physical presence.
The Potters seem quite keen to capture his signature, and after accepting a £4.5million bid it appears the Hammers hierarchy are similarly as keen to get him off their wage bill following their drop into the Championship.
But Albion, who do need to strengthen their attacking options, need to give him a wide berth, especially considering that they'd have to make him the club's top-earner in order to get him to put pen to paper.
And if they have got £4.5m available in the coffers for a new striker, a season-long loan move for Chelsea striker Daniel Sturridge would be a much better option as they seek to ease the goalscoring burden on Peter Odemwingie.
Cole moved to Upton Park from Chelsea in July 2006 and has scored 42 goals in 165 appearances - but his meagre haul of five played a major factor in West Ham's relegation from the top tier.
I believe he might actually benefit from a season playing for Big Sam Allardyce in the Championship, in much the same way Andy Carroll took his game to a new level with Newcastle, and emerge a better player.
And it appears his heart is set on staying in the East End, where he insists he will be "doing my all for the team until told otherwise".
Stoke fans should be equally as dubious about his possible arrival, in my opinion, as he is hardly champing at the bit over a switch to the Potteries.
And if Albion are going to circle Upton Park like vultures, I'd rather they firm up their interest in goalkeeper Robert Green and midfielder Jack Collison, who would provide much better value for money than Cole.