"I'm at a loss as to where people get this rubbish from," Cole told the Sunday Mirror.
"Personally, I think the manager is great and I don't have a problem with him whatsoever.
"In fact I would go as far as to say I would walk through walls for him. He's very receptive, approachable and a very fair person.
"Naturally people get frustrated when they don't play or get substituted but there would be something wrong if they didn't. It just shows you care and I have always been passionate about my football, that's the way I am.
"But to say I have a problem with him couldn't be further from the truth.
"It's the same for the rest of the players as well. You read this and that but there is tremendous respect for the manager and everyone is right behind him."
Cole also played down reports he has been left unsettled by the club's decision to put off contract talks with him over a new deal.
"I have said in the past that I would be happy to stay here for the rest of my career and that hasn't changed," added Cole.
"I still have 18 months left on my contract so what is the rush? I'm sure when the club are good and ready they will talk to me but I'm not unduly worried."