"When we lost the two semis against Liverpool, I think their players showed a lot of dignity towards us by not going over the top with their celebrations," said Cole.
"So we were cautious after our win. We wanted to show them respect. It was a great advertisement for football.
"I would have preferred to have played anyone else in the world other than Liverpool because of their record in the competition and against us.
"But we got the job done and we're all happy because this is a historic night for Chelsea. We are not going to get too excited, though, because we've won nothing yet. Silverware is what counts."