And afterwards he revealed how a framed Zidane shirt has pride of place at his home. Stamford Bridge team-mate Claude Makelele provided it - along with the moniker.
Cole confessed: "It is a great comparison. But it's a bit embarrassing for me. I wish they didn't say it any more. The French guys at Chelsea called me it out of the blue. I'm a big fan of Zidane. Maka got me one of his France shirts.
"It's up on my wall, so I have to pretend I played against him!"