The Chelsea midfielder believes critics of Avram Grant's side were foolish to write The Blues off so early in the season, and he thinks the club are on their way to serving a large slice of humble pie to the detractors.
"We've hit form at the right time - we've got the boys back from Africa (Cup of Nations) and some injuries back, and we're back playing some great stuff again," Cole told the Friday Football Show.
"We've been reasonably consistent, we're in second place and five points off the leaders so if we keep going, anything can happen.
"We've always got belief. I'm ever the optimist - I believe we can do it. It's the old clichÃ©; you have to take each game as it comes, and keep winning."
Cole continued: "We don't listen to critics too much. People who know the game know it would be silly to write anybody off in September or October, which we were.
"Anyone can beat anyone and it's the strongest league in the world at the moment, and a joy to play in. We don't feel we have anything to prove but we certainly want to win The Premier League, that's for sure."