Cole is on-loan at Lille from the Reds.
"When I went to Liverpool, I admit it was more of a culture shock than coming to France," he told the Telegraph. "Unless you're going to fancy dan places where you know you're going to be photographed, you can go around London and you get left alone.
"In Liverpool the football club is the main thing in city, so there's no escape. The people are great, don't get me wrong, lovely people, but they are at you all the time."