Cole was born in Croydon, London, to a Sierra Leonean mother,[6] and began his career as a trainee with Chelsea in 2001 making his debut in April 2002 as a substitute for Jimmy Floyd Hasselbaink in a 3–0 victory against Everton.[7] He made his first senior start three weeks later, scoring a goal as Chelsea beat Middlesbrough at the Riverside Stadium.[8] He made one more appearance for Chelsea in the 2001–02 season, in a 3–1 home defeat against Aston Villa in May 2002.[9]