Cole said: "It's been an up and down kind of qualification campaign but in the last three games at Wembley we've won 3-0 against Russia, Israel and Estonia and they were all really good performances.
"There's a belief there. Apart from 10 minutes in Russia, when we didn't play well and conceded two goals, we've performed for the last 10 games. We want to keep that going against Croatia.
"We might need only a draw but I think we'll go out to attack the game. Whether we play 4-4-2, 4-3-3 or 4-5-1, the aim will be to go out with good intentions to win this game.
"It's a dangerous, dangerous game because Croatia have got nothing to play for. That fact could be an advantage or disadvantage. It could go either way.
"Their players are very good technically and will want to come and express themselves at Wembley.
"We've got the game of our lives here so we do have to play well. This isn't a game where we can go in and think we can sneak it and not play well.
"Each and every one of us has to turn in seven or eight out of 10 performances at least. We have to get in their faces.
"Everyone will have a few butterflies but you have to put that to the back of your mind and concentrate on the job at hand which is getting a result."