There were enough nightclubs, binges and sordid allegations to make Steve Clarke, then of Stamford Bridge but now Cole's mentor at West Ham, ask where on earth his escapades were heading.
Yes, the man whom Gianfranco Zola is trusting to lead the line against Tottenham on Sunday considers for a moment the torment of that time, and recoils.
"I knew that I had a talent," he says. "It was a matter of how I utilised it, and I wasn't utilising it in the best way. When things in your personal life aren't going too well, sometimes it can create stress in your work life.
"You have to have a nice balance there. It's got to be a happy medium; on the one hand you have to be able to enjoy yourself off the field, you can't always be working, but on the other you have to take your work seriously. That's what pays the bills, what your family depends on."
At 25, Cole is a figure of renewed seriousness, and much credit for that is owed to the calming tutelage of Zola. The transformation from derided carthorse to senior striker at Upton Park has occurred with remarkable speed, with the Italian manager's penchant for a fluid passing game encouraging Cole to come into his own.
He is not simply the big bruiser up front; he can use his feet as well. The juxtaposition, seen often in West Ham's promising pre-season, of his muscular 6ft 3in frame with the more wiry physique of loan signing Luis Jimenez has occasionally been jarring, but their partnership has flourished.
"I'm the big striker, he's the small striker," Cole explains. "We complement each other well."
But his style is equally complementary to that of Jermain Defoe, the Tottenham forward known in the trade as the 'little man' and enjoying the type of start to a season that Cole would give both his diamond earrings for.
Their encounter this afternoon, though, is less a struggle for Premier League bragging rights than an audition for Fabio Capello.
The England head coach has been deeply impressed with Cole's mobility and physical threat, naming him in his past four squads and taking succour from a lively substitute's appearance against Holland this month.
A disciplinarian such as Capello seems to be a healthy influence upon Cole, leaving him in no doubt as to where he stands.
"If you've done poorly, you know. In the dressing room he will just give you a look that makes you think you haven't done too well. It's the same in training he videos every session, so you have to perform. That's what happens when you're under the eagle eye of Mr Capello."
Asked if he would have had a chance of entering the England set-up had he continued on a spiral of loose living, Cole is adamant. "I wouldn't," he says, and imagines the exile to lower divisions that could have ensued.
"But I've had an opportunity to do well, to have a second chance. It's paying dividends for me and I'm happy that I'm able to represent my country. When I made my England debut, that's when I felt that I could kick on.
"I've realised that there are a lot of other things besides going out, besides enjoying yourself with a load of women. Everyone likes that, but you need to have a professional side to your life and this is my life.
"This is the way that I want it to be forever. Even when I have retired from my playing career I still want to be involved in football. I'm over that hill with the partying. I have always loved football and I wouldn't want that taken away from me over something off the field."
Zola argues, for all Cole's insistence upon a debt of gratitude to his manager, that the player himself was responsible for turning around a turbulent career.
"At Chelsea you could see that he was quick, powerful, he had all the attributes," Zola said. "Now he is learning to use them in the correct way. Not everybody is perfect some people give 90 per cent to football, others 40 per cent. All that has been done is down to him, to his qualities. He has to realise that. We are here to help. He can be better than he is now."
Or, as Cole puts it: "Are you going to play, or are you going to go down the path I did, getting frustrated, going out all the time and becoming caught in nightlife when you should be concentrating on football?
"I have a lot of advice for younger players now, because I have come through the bad part of my life."