The Chelsea ace is ready to play his first game at the Emirates after his controversial move across London last year.
Cole told The Sun: "What do people think I'm scared of? Fans booing me?
"I had it all last season and nearly all my life. It's stupid but I can't stop what people think.
"I will go there and prove that I'm not scared.
"I was gutted when I couldn't play at Arsenal last season but there was nothing I could do.
"I'd had a bad ankle all season and the manager felt it was the right time to get it fixed so I could be fit for the FA Cup Final.
"There were a lot of people saying I was scared and too afraid to play but that was and never will be the case."